-17.2%
F vs SCHG
+69.4%
-86.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | -3.1% | +2.7% | -5.8% | -5.2% |
| 30D | 0.0% | -5.2% | +5.2% | +3.9% |
| 3M | -13.2% | -5.2% | -8.1% | -9.9% |
| 6M | -10.2% | -0.6% | -9.6% | -10.3% |
| YTD | -4.9% | +4.7% | -9.7% | -9.0% |
| 1Y | -6.1% | +6.0% | -12.1% | -11.1% |
| 3Y | +46.0% | +78.9% | -32.9% | -15.4% |
| All | -17.2% | +69.4% | -86.7% | -53.6% |
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