+213.7%
ICE vs SCHG
+459.0%
-245.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.5% |
| 7D | -2.4% | -1.0% | -1.4% | -1.8% |
| 30D | +4.0% | -1.3% | +5.3% | +4.8% |
| 3M | +13.7% | +5.4% | +8.2% | +10.1% |
| 6M | +0.9% | +14.4% | -13.5% | -7.2% |
| YTD | -2.1% | +8.0% | -10.2% | -6.9% |
| 1Y | -9.5% | +12.7% | -22.2% | -16.4% |
| 3Y | +42.1% | +85.6% | -43.5% | -7.0% |
| 5Y | +41.4% | +85.5% | -44.1% | -9.3% |
| All | +213.7% | +459.0% | -245.3% | -14.2% |
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