-0.6%
EWZ vs SCHG
+1,145.2%
-1,145.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.1% |
| 7D | +6.5% | -0.7% | +7.2% | +7.1% |
| 30D | +4.8% | +0.2% | +4.6% | +4.6% |
| 3M | +9.9% | +2.2% | +7.7% | +7.4% |
| 6M | +1.9% | +15.0% | -13.1% | -10.3% |
| YTD | +20.3% | +9.2% | +11.1% | +10.8% |
| 1Y | +35.6% | +15.7% | +19.9% | +18.2% |
| 3Y | +43.4% | +87.3% | -43.8% | -23.0% |
| 5Y | +55.9% | +84.5% | -28.5% | -19.8% |
| 10Y | +84.2% | +448.7% | -364.6% | -73.5% |
| All | -0.6% | +1,145.2% | -1,145.8% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling