+2,069.3%
GOOG vs SCHG
+1,132.2%
+937.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.7% |
| 7D | 0.0% | -1.0% | +1.1% | +1.1% |
| 30D | -2.0% | -1.3% | -0.7% | -0.7% |
| 3M | -5.9% | +5.4% | -11.3% | -10.6% |
| 6M | +8.9% | +14.4% | -5.5% | -4.7% |
| YTD | +7.1% | +8.0% | -0.9% | -0.8% |
| 1Y | +39.7% | +12.7% | +27.0% | +23.9% |
| 3Y | +145.8% | +85.6% | +60.2% | +30.5% |
| 5Y | +138.6% | +85.5% | +53.1% | +27.3% |
| 10Y | +791.5% | +456.0% | +335.5% | +60.6% |
| All | +2,069.3% | +1,132.2% | +937.0% | +87.1% |
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