+238.8%
EQX vs SCHG
+333.0%
-94.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.2% |
| 7D | -3.2% | -1.0% | -2.2% | -2.7% |
| 30D | +7.8% | -1.3% | +9.0% | +8.5% |
| 3M | +21.3% | +5.4% | +15.9% | +18.4% |
| 6M | -22.4% | +14.4% | -36.8% | -26.7% |
| YTD | -11.3% | +8.0% | -19.3% | -14.1% |
| 1Y | +13.5% | +12.7% | +0.8% | +7.9% |
| 3Y | +162.1% | +85.6% | +76.5% | +96.9% |
| 5Y | +84.2% | +85.5% | -1.3% | +32.5% |
| All | +238.8% | +333.0% | -94.2% | +268.6% |
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