+707.6%
EWT vs SCHG
+1,132.2%
-424.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.2% |
| 7D | -1.1% | -1.0% | -0.1% | -0.3% |
| 30D | +4.5% | -1.3% | +5.7% | +5.4% |
| 3M | +8.3% | +5.4% | +2.8% | +4.2% |
| 6M | +54.2% | +14.4% | +39.8% | +40.3% |
| YTD | +74.6% | +8.0% | +66.5% | +65.8% |
| 1Y | +84.9% | +12.7% | +72.2% | +70.3% |
| 3Y | +197.5% | +85.6% | +111.9% | +88.9% |
| 5Y | +150.6% | +85.5% | +65.1% | +55.2% |
| 10Y | +516.1% | +456.0% | +60.0% | +43.6% |
| All | +707.6% | +1,132.2% | -424.6% | -8.0% |
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