+6.9%
EQX vs SCHG
+6.0%
+0.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.3% | +11.5% | +10.9% |
| 7D | +7.6% | -2.5% | +10.2% | +12.1% |
| 30D | +0.4% | -5.4% | +5.9% | +9.6% |
| 3M | +18.0% | -2.2% | +20.1% | +22.5% |
| 6M | -18.4% | +5.2% | -23.5% | -22.7% |
| YTD | -19.3% | +6.8% | -26.1% | -28.7% |
| All | +6.9% | +6.0% | +0.9% | -4.0% |
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 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