+1,381.0%
NET vs SCHG
+236.9%
+1,144.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -4.5% |
| 7D | -16.4% | -2.5% | -13.8% | -12.7% |
| 30D | -25.8% | -5.4% | -20.4% | -18.7% |
| 3M | -11.5% | -2.2% | -9.4% | -7.5% |
| 6M | +18.9% | +5.2% | +13.7% | +11.1% |
| YTD | +35.2% | +6.8% | +28.4% | +23.5% |
| 1Y | +14.5% | +5.9% | +8.5% | +6.1% |
| 3Y | +313.8% | +88.0% | +225.8% | +58.4% |
| 5Y | +32.6% | +72.6% | -40.0% | -37.4% |
| All | +1,381.0% | +236.9% | +1,144.1% | +296.6% |
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