+284.9%
IR vs SCHG
+380.2%
-95.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.0% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | -13.6% | -1.5% | -12.1% | -12.6% |
| 3M | +3.7% | +4.4% | -0.7% | -0.1% |
| 6M | -13.1% | +15.7% | -28.8% | -23.2% |
| YTD | -5.1% | +8.3% | -13.4% | -11.6% |
| 1Y | -6.5% | +14.2% | -20.7% | -16.8% |
| 3Y | +8.5% | +88.3% | -79.8% | -36.5% |
| 5Y | +43.3% | +83.5% | -40.1% | -15.5% |
| All | +284.9% | +380.2% | -95.4% | -4.0% |
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