+442.9%
EMR vs SCHG
+1,127.0%
-684.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.7% |
| 30D | -5.0% | -2.3% | -2.7% | -3.0% |
| 3M | +5.9% | +4.5% | +1.4% | +1.8% |
| 6M | +7.3% | +13.6% | -6.2% | -4.1% |
| YTD | +14.6% | +7.6% | +7.0% | +7.4% |
| 1Y | +15.6% | +13.0% | +2.6% | +3.8% |
| 3Y | +60.2% | +87.0% | -26.8% | -8.4% |
| 5Y | +65.8% | +82.9% | -17.0% | -6.8% |
| 10Y | +277.4% | +453.6% | -176.3% | -36.7% |
| All | +442.9% | +1,127.0% | -684.0% | -62.4% |
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