+353.0%
ED vs SCHG
+1,127.0%
-774.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +1.9% | -2.3% | +4.2% | +2.4% |
| 3M | +1.9% | +4.5% | -2.7% | +0.7% |
| 6M | -2.3% | +13.6% | -15.8% | -5.3% |
| YTD | +10.9% | +7.6% | +3.3% | +8.6% |
| 1Y | +14.5% | +13.0% | +1.5% | +10.6% |
| 3Y | +33.4% | +87.0% | -53.6% | +9.4% |
| 5Y | +67.3% | +82.9% | -15.6% | +35.5% |
| 10Y | +110.7% | +453.6% | -343.0% | +10.3% |
| All | +353.0% | +1,127.0% | -774.0% | +64.7% |
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