+1,082.3%
EW vs SCHG
+1,127.0%
-44.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | -5.1% | -0.9% | -4.2% | -4.5% |
| 30D | -6.4% | -2.3% | -4.1% | -4.7% |
| 3M | -1.6% | +4.5% | -6.1% | -5.2% |
| 6M | +2.3% | +13.6% | -11.3% | -7.9% |
| YTD | +1.1% | +7.6% | -6.5% | -5.1% |
| 1Y | +8.0% | +13.0% | -5.0% | -2.9% |
| 3Y | +16.3% | +87.0% | -70.6% | -32.8% |
| 5Y | -29.4% | +82.9% | -112.3% | -59.1% |
| 10Y | +125.6% | +453.6% | -328.0% | -51.1% |
| All | +1,082.3% | +1,127.0% | -44.7% | +45.5% |
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 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