+134.2%
INFY vs SCHG
+1,132.2%
-998.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.8% |
| 7D | -5.4% | -1.0% | -4.3% | -4.6% |
| 30D | -9.9% | -1.3% | -8.6% | -8.9% |
| 3M | -4.6% | +5.4% | -10.0% | -8.6% |
| 6M | -18.5% | +14.4% | -32.9% | -26.7% |
| YTD | -36.5% | +8.0% | -44.6% | -40.4% |
| 1Y | -32.8% | +12.7% | -45.5% | -39.0% |
| 3Y | -32.2% | +85.6% | -117.8% | -59.2% |
| 5Y | -44.7% | +85.5% | -130.2% | -67.5% |
| 10Y | +82.3% | +456.0% | -373.7% | -61.8% |
| All | +134.2% | +1,132.2% | -998.0% | -78.6% |
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