+322.4%
NET vs SCHG
+87.6%
+234.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -4.4% |
| 7D | -16.4% | -2.5% | -13.8% | -12.9% |
| 30D | -25.8% | -5.4% | -20.4% | -19.2% |
| 3M | -11.5% | -2.2% | -9.4% | -7.7% |
| 6M | +18.9% | +5.2% | +13.7% | +12.1% |
| YTD | +35.2% | +6.8% | +28.4% | +25.0% |
| 1Y | +14.5% | +5.9% | +8.5% | +7.3% |
| All | +322.4% | +87.6% | +234.8% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling