+1,649.9%
NDAQ vs SCHG
+1,127.0%
+523.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -1.6% | -0.9% | -0.7% | -0.8% |
| 30D | -1.5% | -2.3% | +0.8% | +0.4% |
| 3M | +8.0% | +4.5% | +3.5% | +4.1% |
| 6M | +7.7% | +13.6% | -5.8% | -3.3% |
| YTD | -2.3% | +7.6% | -9.9% | -8.3% |
| 1Y | +0.6% | +13.0% | -12.5% | -9.6% |
| 3Y | +90.9% | +87.0% | +3.9% | +9.7% |
| 5Y | +52.5% | +82.9% | -30.4% | -13.2% |
| 10Y | +380.3% | +453.6% | -73.4% | -13.3% |
| All | +1,649.9% | +1,127.0% | +523.0% | +26.0% |
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