+40.3%
EWY vs SCHG
+13.1%
+27.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.2% |
| 7D | +1.2% | -2.7% | +4.0% | +7.8% |
| 30D | +9.3% | -2.2% | +11.5% | +14.9% |
| 3M | +2.4% | +6.2% | -3.7% | -12.2% |
| 6M | +40.3% | +13.4% | +26.9% | +8.9% |
| All | +40.3% | +13.1% | +27.2% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling