+606.1%
COST vs SCHG
+459.0%
+147.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -1.2% | -1.0% | -0.2% | -0.6% |
| 30D | -4.7% | -1.3% | -3.5% | -4.1% |
| 3M | -7.1% | +5.4% | -12.6% | -10.1% |
| 6M | -8.5% | +14.4% | -23.0% | -16.0% |
| YTD | +5.4% | +8.0% | -2.6% | -0.1% |
| 1Y | -5.6% | +12.7% | -18.4% | -13.1% |
| 3Y | +68.5% | +85.6% | -17.1% | +12.3% |
| 5Y | +105.2% | +85.5% | +19.7% | +34.4% |
| All | +606.1% | +459.0% | +147.1% | +132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling