+16.5%
JD vs SCHG
+459.0%
-442.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.7% |
| 7D | -4.2% | -1.0% | -3.2% | -3.3% |
| 30D | -14.4% | -1.3% | -13.1% | -13.5% |
| 3M | -3.6% | +5.4% | -9.0% | -8.6% |
| 6M | -0.3% | +14.4% | -14.7% | -12.7% |
| YTD | -2.4% | +8.0% | -10.4% | -9.9% |
| 1Y | -18.5% | +12.7% | -31.3% | -27.8% |
| 3Y | -7.0% | +85.6% | -92.6% | -51.6% |
| 5Y | -61.7% | +85.5% | -147.2% | -80.1% |
| All | +16.5% | +459.0% | -442.5% | -83.1% |
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