+74.5%
META vs SCHG
+82.0%
-7.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.2% | +7.5% |
| 7D | +10.3% | -0.9% | +11.1% | +11.5% |
| 30D | +9.9% | -2.3% | +12.2% | +13.2% |
| 3M | +11.9% | +4.5% | +7.4% | +5.5% |
| 6M | +1.2% | +13.6% | -12.4% | -14.5% |
| YTD | -0.8% | +7.6% | -8.4% | -10.0% |
| 1Y | -14.3% | +13.0% | -27.4% | -27.4% |
| 3Y | +121.4% | +87.0% | +34.4% | -6.4% |
| 5Y | +74.5% | +82.9% | -8.4% | -21.0% |
| All | +74.5% | +82.0% | -7.6% | -21.0% |
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