+1,449.6%
NET vs SCHG
+244.4%
+1,205.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -0.6% |
| 7D | -7.0% | -0.7% | -6.3% | -5.8% |
| 30D | -4.8% | +0.2% | -5.0% | -4.6% |
| 3M | +3.8% | +2.2% | +1.6% | +0.9% |
| 6M | +50.0% | +15.0% | +35.0% | +21.0% |
| YTD | +41.5% | +9.2% | +32.3% | +24.2% |
| 1Y | +32.8% | +15.7% | +17.1% | +7.1% |
| 3Y | +335.9% | +87.3% | +248.6% | +68.5% |
| 5Y | +113.8% | +84.5% | +29.4% | -6.5% |
| All | +1,449.6% | +244.4% | +1,205.2% | +299.1% |
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 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