+57.4%
MAR vs SCHG
+5.5%
+51.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.8% | +1.6% |
| 7D | +7.7% | -2.5% | +10.3% | +8.7% |
| 30D | +19.4% | -5.4% | +24.8% | +21.8% |
| 3M | +23.3% | -2.2% | +25.5% | +24.1% |
| 6M | +22.8% | +5.2% | +17.7% | +19.1% |
| YTD | +37.8% | +6.8% | +31.0% | +29.0% |
| 1Y | +57.4% | +5.9% | +51.4% | +48.2% |
| All | +57.4% | +5.5% | +51.8% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling