+591.3%
CSCO vs SCHG
+1,127.0%
-535.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.8% |
| 7D | 0.0% | -0.9% | +0.9% | +0.6% |
| 30D | -10.7% | -2.3% | -8.4% | -9.2% |
| 3M | -8.7% | +4.5% | -13.3% | -12.2% |
| 6M | +44.9% | +13.6% | +31.4% | +30.4% |
| YTD | +44.1% | +7.6% | +36.6% | +35.6% |
| 1Y | +65.9% | +13.0% | +52.8% | +49.5% |
| 3Y | +109.0% | +87.0% | +22.0% | +21.6% |
| 5Y | +114.8% | +82.9% | +31.9% | +23.2% |
| 10Y | +377.3% | +453.6% | -76.3% | -10.0% |
| All | +591.3% | +1,127.0% | -535.7% | -40.7% |
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