+155.8%
EXC vs SCHG
+459.0%
-303.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -1.1% | -1.0% | -0.1% | -0.7% |
| 30D | -3.6% | -1.3% | -2.4% | -3.2% |
| 3M | -4.3% | +5.4% | -9.7% | -6.5% |
| 6M | -9.9% | +14.4% | -24.4% | -15.4% |
| YTD | +1.8% | +8.0% | -6.3% | -2.2% |
| 1Y | +2.9% | +12.7% | -9.9% | -3.2% |
| 3Y | +19.1% | +85.6% | -66.5% | -16.3% |
| 5Y | +44.8% | +85.5% | -40.7% | -0.9% |
| All | +155.8% | +459.0% | -303.2% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling