+128.5%
EEM vs SCHG
+459.0%
-330.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | -1.3% | -1.0% | -0.2% | -0.5% |
| 30D | +2.1% | -1.3% | +3.3% | +2.9% |
| 3M | +1.0% | +5.4% | -4.4% | -2.5% |
| 6M | +15.9% | +14.4% | +1.5% | +6.3% |
| YTD | +24.6% | +8.0% | +16.6% | +18.6% |
| 1Y | +32.3% | +12.7% | +19.5% | +22.3% |
| 3Y | +85.9% | +85.6% | +0.3% | +20.1% |
| 5Y | +45.4% | +85.5% | -40.2% | -7.9% |
| All | +128.5% | +459.0% | -330.5% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling