+69.1%
CSCO vs SCHG
+13.0%
+56.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.8% |
| 7D | +2.7% | -1.0% | +3.7% | +3.4% |
| 30D | -9.5% | -1.3% | -8.2% | -8.9% |
| 3M | -7.6% | +5.4% | -13.1% | -11.0% |
| 6M | +44.9% | +14.4% | +30.5% | +33.7% |
| YTD | +47.7% | +8.0% | +39.7% | +40.4% |
| 1Y | +69.1% | +12.7% | +56.4% | +58.2% |
| All | +69.1% | +13.0% | +56.1% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling