+5.2%
LOW vs SCHG
+84.3%
-79.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.4% |
| 7D | -3.7% | -1.0% | -2.7% | -3.2% |
| 30D | -8.9% | -1.3% | -7.6% | -8.2% |
| 3M | -10.4% | +5.4% | -15.9% | -13.1% |
| 6M | -19.4% | +14.4% | -33.8% | -25.5% |
| YTD | -17.1% | +8.0% | -25.1% | -21.0% |
| 1Y | -26.3% | +12.7% | -39.0% | -31.6% |
| 3Y | -9.9% | +85.6% | -95.5% | -40.4% |
| All | +5.2% | +84.3% | -79.1% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling