+149.6%
GOOGL vs SCHG
+86.3%
+63.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.2% |
| 3M | -5.3% | +5.4% | -10.8% | -9.9% |
| 6M | +9.8% | +14.4% | -4.6% | -3.4% |
| YTD | +8.4% | +8.0% | +0.3% | +0.6% |
| 1Y | +41.2% | +12.7% | +28.5% | +25.8% |
| 3Y | +149.6% | +85.6% | +64.0% | +26.9% |
| All | +149.6% | +86.3% | +63.3% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling