+44.7%
EWZ vs SCHG
+85.5%
-40.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -0.1% | -0.9% | +0.8% | +0.4% |
| 30D | +8.2% | -2.3% | +10.5% | +9.4% |
| 3M | +13.3% | +4.5% | +8.8% | +10.6% |
| 6M | +3.6% | +13.6% | -10.0% | -3.1% |
| YTD | +21.0% | +7.6% | +13.4% | +16.0% |
| 1Y | +34.7% | +13.0% | +21.6% | +26.2% |
| All | +44.7% | +85.5% | -40.7% | +4.0% |
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 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