+1,474.9%
MOD vs SCHG
+1,145.2%
+329.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.4% |
| 7D | +9.6% | -0.7% | +10.3% | +10.5% |
| 30D | 0.0% | +0.2% | -0.2% | -0.4% |
| 3M | -35.4% | +2.2% | -37.6% | -37.0% |
| 6M | -7.3% | +15.0% | -22.3% | -21.8% |
| YTD | +45.8% | +9.2% | +36.6% | +31.0% |
| 1Y | +43.1% | +15.7% | +27.4% | +20.7% |
| 3Y | +297.7% | +87.3% | +210.4% | +98.7% |
| 5Y | +1,478.8% | +84.5% | +1,394.3% | +676.0% |
| 10Y | +1,633.4% | +448.7% | +1,184.7% | +44.6% |
| All | +1,474.9% | +1,145.2% | +329.7% | -70.0% |
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 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