+2,055.4%
COST vs SCHG
+1,132.2%
+923.2%
-31.4%
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% | -0.2% |
| 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% | -10.2% |
| 6M | -8.5% | +14.4% | -23.0% | -16.1% |
| YTD | +5.4% | +8.0% | -2.6% | -0.2% |
| 1Y | -5.6% | +12.7% | -18.4% | -13.2% |
| 3Y | +68.5% | +85.6% | -17.1% | +12.6% |
| 5Y | +105.2% | +85.5% | +19.7% | +35.0% |
| 10Y | +610.7% | +456.0% | +154.7% | +134.4% |
| All | +2,055.4% | +1,132.2% | +923.2% | +341.4% |
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