+19.7%
EXC vs SCHG
+84.7%
-64.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.8% |
| 7D | -1.6% | -2.7% | +1.1% | -1.9% |
| 30D | -2.4% | -2.2% | -0.2% | -2.6% |
| 3M | -4.0% | +6.2% | -10.1% | -3.3% |
| 6M | -9.8% | +13.4% | -23.1% | -8.6% |
| YTD | +2.3% | +7.1% | -4.8% | +3.2% |
| 1Y | +3.8% | +12.5% | -8.7% | +5.1% |
| All | +19.7% | +84.7% | -64.9% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling