+412.6%
ETR vs SCHG
+1,132.2%
-719.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | -1.8% | -1.0% | -0.8% | -1.4% |
| 30D | -1.8% | -1.3% | -0.5% | -1.3% |
| 3M | -3.6% | +5.4% | -9.0% | -5.9% |
| 6M | +2.6% | +14.4% | -11.8% | -3.7% |
| YTD | +16.0% | +8.0% | +8.0% | +11.5% |
| 1Y | +20.1% | +12.7% | +7.4% | +13.1% |
| 3Y | +143.6% | +85.6% | +58.0% | +77.5% |
| 5Y | +124.4% | +85.5% | +38.8% | +58.8% |
| 10Y | +295.4% | +456.0% | -160.6% | +49.9% |
| All | +412.6% | +1,132.2% | -719.6% | +18.2% |
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 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