+1,054.6%
LOW vs SCHG
+1,121.7%
-67.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -2.6% | -2.7% | +0.1% | -0.4% |
| 30D | -11.1% | -2.2% | -8.9% | -9.6% |
| 3M | -8.5% | +6.2% | -14.7% | -12.9% |
| 6M | -20.8% | +13.4% | -34.2% | -28.8% |
| YTD | -17.2% | +7.1% | -24.3% | -22.2% |
| 1Y | -24.7% | +12.5% | -37.3% | -32.5% |
| 3Y | -9.7% | +86.2% | -95.9% | -49.2% |
| 5Y | +6.0% | +83.9% | -77.9% | -41.3% |
| 10Y | +230.5% | +451.3% | -220.8% | -34.6% |
| All | +1,054.6% | +1,121.7% | -67.1% | +11.1% |
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 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