+273.0%
EMR vs SCHG
+459.0%
-186.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.9% |
| 7D | -0.4% | -1.0% | +0.6% | +0.4% |
| 30D | -6.8% | -1.3% | -5.5% | -5.8% |
| 3M | +7.5% | +5.4% | +2.0% | +2.9% |
| 6M | +9.9% | +14.4% | -4.6% | -1.3% |
| YTD | +16.0% | +8.0% | +7.9% | +9.1% |
| 1Y | +12.4% | +12.7% | -0.3% | +2.3% |
| 3Y | +60.2% | +85.6% | -25.4% | -1.5% |
| 5Y | +67.9% | +85.5% | -17.7% | +0.6% |
| All | +273.0% | +459.0% | -186.0% | -27.3% |
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 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