+363.0%
NDAQ vs SCHG
+459.0%
-96.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.2% |
| 7D | -5.6% | -1.0% | -4.5% | -4.8% |
| 30D | -4.4% | -1.3% | -3.1% | -3.5% |
| 3M | +5.9% | +5.4% | +0.4% | +1.9% |
| 6M | +7.7% | +14.4% | -6.7% | -2.4% |
| YTD | -5.2% | +8.0% | -13.2% | -10.4% |
| 1Y | -3.4% | +12.7% | -16.1% | -11.7% |
| 3Y | +85.6% | +85.6% | 0.0% | +15.8% |
| 5Y | +49.5% | +85.5% | -36.0% | -8.5% |
| All | +363.0% | +459.0% | -96.0% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling