-29.3%
EW vs SCHG
+84.3%
-113.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -3.3% |
| 7D | -6.2% | -1.0% | -5.1% | -5.5% |
| 30D | -9.3% | -1.3% | -8.1% | -8.6% |
| 3M | -1.6% | +5.4% | -7.1% | -5.1% |
| 6M | -0.8% | +14.4% | -15.3% | -9.4% |
| YTD | -1.0% | +8.0% | -9.1% | -6.2% |
| 1Y | +8.2% | +12.7% | -4.6% | -0.6% |
| 3Y | +12.7% | +85.6% | -72.9% | -29.0% |
| All | -29.3% | +84.3% | -113.6% | -55.5% |
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