+1,504.6%
MOD vs SCHG
+82.0%
+1,422.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.5% |
| 7D | +3.6% | -0.9% | +4.5% | +4.8% |
| 30D | -2.6% | -2.3% | -0.4% | +0.2% |
| 3M | -33.1% | +4.5% | -37.7% | -36.6% |
| 6M | -7.5% | +13.6% | -21.1% | -20.3% |
| YTD | +39.3% | +7.6% | +31.7% | +28.1% |
| 1Y | +34.3% | +13.0% | +21.2% | +17.7% |
| 3Y | +296.2% | +87.0% | +209.2% | +125.5% |
| 5Y | +1,504.6% | +82.9% | +1,421.7% | +751.5% |
| All | +1,504.6% | +82.0% | +1,422.5% | +751.5% |
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