+149.4%
MAR vs SCHG
+84.3%
+65.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | -0.5% | -1.0% | +0.5% | +0.2% |
| 30D | -5.4% | -1.3% | -4.2% | -4.6% |
| 3M | -15.5% | +5.4% | -20.9% | -19.0% |
| 6M | +3.0% | +14.4% | -11.5% | -7.4% |
| YTD | +8.5% | +8.0% | +0.5% | +1.8% |
| 1Y | +26.0% | +12.7% | +13.2% | +13.9% |
| 3Y | +68.6% | +85.6% | -17.0% | +3.4% |
| All | +149.4% | +84.3% | +65.1% | +50.2% |
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