+112.5%
NET vs SCHG
+84.4%
+28.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -0.3% |
| 7D | -7.0% | -0.7% | -6.3% | -5.6% |
| 30D | -4.8% | +0.2% | -5.0% | -4.6% |
| 3M | +3.8% | +2.2% | +1.6% | 0.0% |
| 6M | +50.0% | +15.0% | +35.0% | +13.9% |
| YTD | +41.5% | +9.2% | +32.3% | +19.6% |
| 1Y | +32.8% | +15.7% | +17.1% | +0.3% |
| 3Y | +335.9% | +87.3% | +248.6% | +14.9% |
| All | +112.5% | +84.4% | +28.1% | -28.9% |
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 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