+102.0%
EMB vs SCHG
+1,121.7%
-1,019.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.5% |
| 30D | -1.1% | -2.2% | +1.2% | -0.6% |
| 3M | -0.8% | +6.2% | -6.9% | -2.2% |
| 6M | -0.1% | +13.4% | -13.4% | -3.0% |
| YTD | +0.4% | +7.1% | -6.7% | -1.3% |
| 1Y | +3.3% | +12.5% | -9.2% | +0.2% |
| 3Y | +29.0% | +86.2% | -57.1% | +10.2% |
| 5Y | +6.3% | +83.9% | -77.6% | -10.3% |
| 10Y | +29.7% | +451.3% | -421.6% | -13.3% |
| All | +102.0% | +1,121.7% | -1,019.7% | +18.3% |
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