+543.1%
EFX vs SCHG
+1,121.7%
-578.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -11.1% | -2.7% | -8.4% | -9.0% |
| 30D | -7.4% | -2.2% | -5.2% | -5.6% |
| 3M | +1.5% | +6.2% | -4.7% | -3.5% |
| 6M | -13.7% | +13.4% | -27.1% | -22.6% |
| YTD | -21.9% | +7.1% | -29.0% | -26.4% |
| 1Y | -30.8% | +12.5% | -43.3% | -37.8% |
| 3Y | -12.4% | +86.2% | -98.6% | -49.2% |
| 5Y | -35.9% | +83.9% | -119.9% | -62.8% |
| 10Y | +41.0% | +451.3% | -410.3% | -70.3% |
| All | +543.1% | +1,121.7% | -578.6% | -36.3% |
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