+5.4%
MOD vs SCHG
+4.3%
+1.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.8% | +28.6% | +29.2% |
| 7D | +40.4% | +2.7% | +37.7% | +33.8% |
| 30D | -14.0% | -5.2% | -8.8% | -5.5% |
| 3M | -33.3% | -5.2% | -28.2% | -26.4% |
| 6M | -51.4% | -0.6% | -50.8% | -50.1% |
| YTD | +1.6% | +4.7% | -3.1% | -4.8% |
| 1Y | +5.4% | +6.0% | -0.6% | -4.3% |
| All | +5.4% | +4.3% | +1.0% | -4.3% |
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