+273.7%
IR vs SCHG
+379.0%
-105.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -4.5% | -1.0% | -3.5% | -3.7% |
| 30D | -13.9% | -1.3% | -12.7% | -13.0% |
| 3M | -0.3% | +5.4% | -5.8% | -4.8% |
| 6M | -14.3% | +14.4% | -28.7% | -23.6% |
| YTD | -7.9% | +8.0% | -15.9% | -13.9% |
| 1Y | -9.9% | +12.7% | -22.6% | -19.0% |
| 3Y | +6.5% | +85.6% | -79.1% | -36.9% |
| 5Y | +34.0% | +85.5% | -51.5% | -21.8% |
| All | +273.7% | +379.0% | -105.3% | -6.6% |
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 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