+121.4%
ETR vs SCHG
+84.3%
+37.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.5% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | -1.8% | -1.3% | -0.5% | -1.5% |
| 3M | -3.6% | +5.4% | -9.0% | -4.6% |
| 6M | +2.6% | +14.4% | -11.8% | -0.3% |
| YTD | +16.0% | +8.0% | +8.0% | +14.0% |
| 1Y | +20.1% | +12.7% | +7.4% | +16.9% |
| 3Y | +143.6% | +85.6% | +58.0% | +108.4% |
| All | +121.4% | +84.3% | +37.1% | +78.2% |
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