+112.7%
CSCO vs SCHG
+82.7%
+29.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -1.1% | -2.7% | +1.7% | +0.5% |
| 30D | -10.8% | -2.2% | -8.6% | -9.7% |
| 3M | -9.2% | +6.2% | -15.4% | -12.4% |
| 6M | +39.5% | +13.4% | +26.2% | +29.9% |
| YTD | +41.5% | +7.1% | +34.4% | +36.0% |
| 1Y | +61.0% | +12.5% | +48.4% | +50.3% |
| 3Y | +105.2% | +86.2% | +19.0% | +43.9% |
| All | +112.7% | +82.7% | +29.9% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling