+44.2%
EOG vs SCHG
+5.5%
+38.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -4.4% |
| 7D | -8.6% | -2.5% | -6.1% | -10.0% |
| 30D | +2.8% | -5.4% | +8.2% | -0.7% |
| 3M | +3.2% | -2.2% | +5.3% | +2.1% |
| 6M | +5.3% | +5.2% | +0.2% | +9.5% |
| YTD | +44.5% | +6.8% | +37.7% | +54.7% |
| 1Y | +44.2% | +5.9% | +38.2% | +55.1% |
| All | +44.2% | +5.5% | +38.6% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling