+35.3%
EWZ vs SCHG
+11.9%
+23.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +1.1% | -2.7% | +3.9% | +2.9% |
| 30D | +13.5% | -2.2% | +15.7% | +15.0% |
| 3M | +15.2% | +6.2% | +9.1% | +10.4% |
| 6M | +3.7% | +13.4% | -9.6% | -6.1% |
| YTD | +22.5% | +7.1% | +15.4% | +14.1% |
| 1Y | +35.3% | +12.5% | +22.7% | +23.4% |
| All | +35.3% | +11.9% | +23.3% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling