-32.2%
INFY vs SCHG
+86.3%
-118.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -5.4% | -1.0% | -4.3% | -4.9% |
| 30D | -9.9% | -1.3% | -8.6% | -9.2% |
| 3M | -4.6% | +5.4% | -10.0% | -7.3% |
| 6M | -18.5% | +14.4% | -32.9% | -24.3% |
| YTD | -36.5% | +8.0% | -44.6% | -39.3% |
| 1Y | -32.8% | +12.7% | -45.5% | -37.1% |
| 3Y | -32.2% | +85.6% | -117.8% | -51.8% |
| All | -32.2% | +86.3% | -118.5% | -51.8% |
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