+620.6%
MSCI vs SCHG
+459.0%
+161.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.5% |
| 7D | -3.2% | -1.0% | -2.2% | -2.2% |
| 30D | -1.1% | -1.3% | +0.1% | +0.1% |
| 3M | -6.3% | +5.4% | -11.8% | -11.3% |
| 6M | +2.1% | +14.4% | -12.3% | -11.2% |
| YTD | -2.3% | +8.0% | -10.3% | -10.1% |
| 1Y | -3.9% | +12.7% | -16.6% | -15.9% |
| 3Y | +7.5% | +85.6% | -78.2% | -46.6% |
| 5Y | -9.8% | +85.5% | -95.3% | -54.9% |
| All | +620.6% | +459.0% | +161.6% | +5.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling