+78.9%
INFY vs SCHG
+459.0%
-380.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.9% |
| 7D | -5.4% | -1.0% | -4.3% | -4.7% |
| 30D | -9.9% | -1.3% | -8.6% | -9.0% |
| 3M | -4.6% | +5.4% | -10.0% | -8.1% |
| 6M | -18.5% | +14.4% | -32.9% | -25.7% |
| YTD | -36.5% | +8.0% | -44.6% | -39.9% |
| 1Y | -32.8% | +12.7% | -45.5% | -38.2% |
| 3Y | -32.2% | +85.6% | -117.8% | -56.4% |
| 5Y | -44.7% | +85.5% | -130.2% | -64.9% |
| All | +78.9% | +459.0% | -380.1% | -48.4% |
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