+711.8%
ICE vs SCHG
+1,121.7%
-409.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -5.3% | -2.7% | -2.6% | -3.5% |
| 30D | +3.0% | -2.2% | +5.2% | +4.6% |
| 3M | +11.4% | +6.2% | +5.3% | +6.7% |
| 6M | -2.0% | +13.4% | -15.4% | -10.7% |
| YTD | -3.1% | +7.1% | -10.2% | -8.2% |
| 1Y | -8.4% | +12.5% | -20.9% | -16.5% |
| 3Y | +40.7% | +86.2% | -45.4% | -14.2% |
| 5Y | +40.0% | +83.9% | -44.0% | -16.1% |
| 10Y | +213.5% | +451.3% | -237.8% | -31.0% |
| All | +711.8% | +1,121.7% | -409.9% | -23.6% |
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