+454.1%
C vs SCHG
+1,145.2%
-691.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.6% |
| 7D | +3.6% | -0.7% | +4.3% | +4.4% |
| 30D | +0.1% | +0.2% | -0.2% | -0.2% |
| 3M | +2.4% | +2.2% | +0.2% | -0.3% |
| 6M | +24.9% | +15.0% | +9.9% | +7.1% |
| YTD | +19.8% | +9.2% | +10.6% | +8.9% |
| 1Y | +44.9% | +15.7% | +29.1% | +23.3% |
| 3Y | +263.0% | +87.3% | +175.7% | +79.0% |
| 5Y | +129.5% | +84.5% | +45.1% | +8.8% |
| 10Y | +291.6% | +448.7% | -157.1% | -61.6% |
| All | +454.1% | +1,145.2% | -691.0% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling