+43.7%
F vs SCHG
+82.0%
-38.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.4% |
| 7D | -4.9% | -0.9% | -4.0% | -4.2% |
| 30D | -2.9% | -2.3% | -0.6% | -1.0% |
| 3M | -9.1% | +4.5% | -13.6% | -12.4% |
| 6M | +12.9% | +13.6% | -0.6% | +2.1% |
| YTD | +6.1% | +7.6% | -1.5% | 0.0% |
| 1Y | +22.5% | +13.0% | +9.5% | +10.7% |
| 3Y | +32.1% | +87.0% | -54.9% | -25.9% |
| 5Y | +43.7% | +82.9% | -39.1% | -20.6% |
| All | +43.7% | +82.0% | -38.3% | -20.6% |
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