-35.8%
EFX vs SCHG
+84.3%
-120.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -4.5% | -1.0% | -3.5% | -3.7% |
| 30D | -6.1% | -1.3% | -4.8% | -5.0% |
| 3M | +6.2% | +5.4% | +0.8% | +1.7% |
| 6M | -11.2% | +14.4% | -25.6% | -20.8% |
| YTD | -21.4% | +8.0% | -29.4% | -26.4% |
| 1Y | -34.3% | +12.7% | -47.0% | -40.9% |
| 3Y | -12.5% | +85.6% | -98.1% | -50.0% |
| All | -35.8% | +84.3% | -120.1% | -64.2% |
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 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