+5.6%
MSCI vs SCHG
+69.4%
-63.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +2.0% |
| 7D | +3.0% | +2.7% | +0.3% | +0.7% |
| 30D | +17.8% | -5.2% | +23.0% | +22.4% |
| 3M | +15.2% | -5.2% | +20.4% | +19.6% |
| 6M | +16.5% | -0.6% | +17.1% | +16.0% |
| YTD | +16.4% | +4.7% | +11.6% | +10.7% |
| 1Y | +16.8% | +6.0% | +10.8% | +9.8% |
| 3Y | +35.8% | +78.9% | -43.2% | -25.2% |
| All | +5.6% | +69.4% | -63.8% | -36.8% |
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