+64.6%
EWZ vs SCHG
+81.2%
-16.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +1.1% | -2.7% | +3.9% | +2.4% |
| 30D | +13.5% | -2.2% | +15.7% | +14.6% |
| 3M | +15.2% | +6.2% | +9.1% | +12.1% |
| 6M | +3.7% | +13.4% | -9.6% | -2.0% |
| YTD | +22.5% | +7.1% | +15.4% | +18.6% |
| 1Y | +35.3% | +12.5% | +22.7% | +28.2% |
| 3Y | +50.2% | +86.2% | -36.0% | +14.9% |
| 5Y | +64.6% | +83.9% | -19.4% | +23.7% |
| All | +64.6% | +81.2% | -16.6% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling