+190.8%
EQT vs SCHG
+84.3%
+106.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | -2.0% | -1.0% | -1.0% | -1.5% |
| 30D | 0.0% | -1.3% | +1.3% | +0.6% |
| 3M | +5.9% | +5.4% | +0.5% | +2.7% |
| 6M | -14.8% | +14.4% | -29.2% | -21.3% |
| YTD | +1.8% | +8.0% | -6.3% | -3.0% |
| 1Y | +7.4% | +12.7% | -5.4% | -0.3% |
| 3Y | +33.6% | +85.6% | -52.0% | -7.0% |
| All | +190.8% | +84.3% | +106.5% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling