+135.9%
F vs SCHG
+1,094.5%
-958.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.8% |
| 7D | -3.1% | +2.7% | -5.8% | -5.6% |
| 30D | 0.0% | -5.2% | +5.2% | +4.4% |
| 3M | -13.2% | -5.2% | -8.1% | -9.5% |
| 6M | -10.2% | -0.6% | -9.6% | -10.4% |
| YTD | -4.9% | +4.7% | -9.7% | -9.8% |
| 1Y | -6.1% | +6.0% | -12.1% | -11.9% |
| 3Y | +46.0% | +78.9% | -32.9% | -19.9% |
| 5Y | -15.7% | +69.9% | -85.6% | -51.8% |
| 10Y | +64.3% | +433.0% | -368.7% | -75.0% |
| All | +135.9% | +1,094.5% | -958.7% | -86.9% |
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