+162.2%
EQT vs SCHG
+1,121.7%
-959.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -1.2% | -2.7% | +1.6% | +0.9% |
| 30D | +1.1% | -2.2% | +3.3% | +2.7% |
| 3M | +4.8% | +6.2% | -1.4% | -0.3% |
| 6M | -10.6% | +13.4% | -23.9% | -19.5% |
| YTD | +3.4% | +7.1% | -3.7% | -3.1% |
| 1Y | +8.7% | +12.5% | -3.8% | -2.1% |
| 3Y | +35.0% | +86.2% | -51.2% | -19.5% |
| 5Y | +204.2% | +83.9% | +120.3% | +77.5% |
| 10Y | +52.5% | +451.3% | -398.8% | -72.7% |
| All | +162.2% | +1,121.7% | -959.5% | -82.0% |
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