+755.6%
GOOGL vs SCHG
+459.0%
+296.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.9% |
| 7D | 0.0% | -1.0% | +1.1% | +1.1% |
| 30D | -1.4% | -1.3% | -0.1% | -0.1% |
| 3M | -5.3% | +5.4% | -10.8% | -10.2% |
| 6M | +9.8% | +14.4% | -4.6% | -4.2% |
| YTD | +8.4% | +8.0% | +0.3% | +0.2% |
| 1Y | +41.2% | +12.7% | +28.5% | +24.9% |
| 3Y | +149.6% | +85.6% | +64.0% | +30.0% |
| 5Y | +142.6% | +85.5% | +57.1% | +26.7% |
| All | +755.6% | +459.0% | +296.6% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling