+222.9%
EWY vs SCHG
+86.3%
+136.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.4% |
| 7D | -0.1% | -1.0% | +1.0% | +1.0% |
| 30D | +7.3% | -1.3% | +8.6% | +8.6% |
| 3M | -5.1% | +5.4% | -10.6% | -9.5% |
| 6M | +42.1% | +14.4% | +27.6% | +28.4% |
| YTD | +94.1% | +8.0% | +86.1% | +83.1% |
| 1Y | +147.8% | +12.7% | +135.1% | +127.3% |
| 3Y | +222.9% | +85.6% | +137.3% | +89.2% |
| All | +222.9% | +86.3% | +136.7% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling