+54.2%
EWZ vs SCHG
+69.4%
-15.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +0.8% | +2.7% | -2.0% | -0.4% |
| 30D | -24.4% | -5.2% | -19.2% | -22.7% |
| 3M | -4.6% | -5.2% | +0.6% | -2.5% |
| 6M | -11.6% | -0.6% | -11.0% | -11.5% |
| YTD | +2.4% | +4.7% | -2.3% | -0.1% |
| 1Y | +2.1% | +6.0% | -3.9% | -0.9% |
| 3Y | +18.7% | +78.9% | -60.2% | -7.6% |
| All | +54.2% | +69.4% | -15.3% | +22.8% |
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