+227.5%
LOW vs SCHG
+459.0%
-231.5%
-48.6%
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% | -0.5% |
| 7D | -3.7% | -1.0% | -2.7% | -2.9% |
| 30D | -8.9% | -1.3% | -7.6% | -8.0% |
| 3M | -10.4% | +5.4% | -15.9% | -14.1% |
| 6M | -19.4% | +14.4% | -33.8% | -27.7% |
| YTD | -17.1% | +8.0% | -25.1% | -22.4% |
| 1Y | -26.3% | +12.7% | -39.0% | -33.6% |
| 3Y | -9.9% | +85.6% | -95.5% | -48.4% |
| 5Y | +6.1% | +85.5% | -79.4% | -40.6% |
| All | +227.5% | +459.0% | -231.5% | -39.3% |
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