-20.4%
INFY vs SCHG
+0.2%
-20.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.5% | +10.1% | +5.6% |
| 7D | +4.9% | -6.8% | +11.7% | +6.3% |
| 30D | +21.3% | -11.2% | +32.5% | +25.1% |
| 3M | +2.6% | -7.4% | +9.9% | +3.8% |
| 6M | +4.9% | -1.0% | +6.0% | +3.1% |
| YTD | -26.6% | +0.9% | -27.5% | -29.7% |
| 1Y | -20.4% | -0.2% | -20.2% | -23.9% |
| All | -20.4% | +0.2% | -20.5% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling