-15.4%
EWZ vs SCHG
+1,094.5%
-1,109.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.1% |
| 7D | +0.8% | +2.7% | -2.0% | -1.6% |
| 30D | -24.4% | -5.2% | -19.2% | -21.2% |
| 3M | -4.6% | -5.2% | +0.6% | -0.6% |
| 6M | -11.6% | -0.6% | -11.0% | -11.9% |
| YTD | +2.4% | +4.7% | -2.3% | -2.7% |
| 1Y | +2.1% | +6.0% | -3.9% | -4.2% |
| 3Y | +18.7% | +78.9% | -60.2% | -33.9% |
| 5Y | +54.2% | +69.9% | -15.7% | -13.9% |
| 10Y | +65.9% | +433.0% | -367.1% | -75.7% |
| All | -15.4% | +1,094.5% | -1,109.9% | -95.2% |
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