+0.8%
META vs SCHG
+5.5%
-4.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | -0.1% |
| 7D | +2.9% | -2.5% | +5.4% | +6.1% |
| 30D | -15.1% | -5.4% | -9.6% | -9.0% |
| 3M | +7.2% | -2.2% | +9.4% | +10.3% |
| 6M | +3.4% | +5.2% | -1.8% | -2.5% |
| YTD | -4.3% | +6.8% | -11.1% | -14.4% |
| 1Y | +0.8% | +5.9% | -5.1% | -9.3% |
| All | +0.8% | +5.5% | -4.8% | -9.3% |
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 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