+1,527.5%
META vs SCHG
+913.2%
+614.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +2.0% |
| 7D | +6.7% | -0.7% | +7.4% | +7.6% |
| 30D | +4.8% | +0.2% | +4.5% | +4.4% |
| 3M | -1.6% | +2.2% | -3.9% | -4.0% |
| 6M | -7.5% | +15.0% | -22.5% | -21.6% |
| YTD | -6.4% | +9.2% | -15.6% | -15.6% |
| 1Y | -17.3% | +15.7% | -33.1% | -30.6% |
| 3Y | +109.9% | +87.3% | +22.7% | -0.1% |
| 5Y | +65.4% | +84.5% | -19.1% | -16.6% |
| 10Y | +391.8% | +448.7% | -56.9% | -23.8% |
| All | +1,527.5% | +913.2% | +614.3% | +81.3% |
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 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