+789.1%
NOW vs SCHG
+459.0%
+330.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | -0.1% |
| 7D | -6.2% | -1.0% | -5.1% | -4.9% |
| 30D | +6.1% | -1.3% | +7.3% | +8.2% |
| 3M | +28.6% | +5.4% | +23.1% | +20.6% |
| 6M | +14.6% | +14.4% | +0.2% | -2.8% |
| YTD | -13.5% | +8.0% | -21.5% | -21.1% |
| 1Y | -29.4% | +12.7% | -42.1% | -39.3% |
| 3Y | +9.4% | +85.6% | -76.2% | -50.9% |
| 5Y | +2.3% | +85.5% | -83.3% | -52.1% |
| All | +789.1% | +459.0% | +330.1% | -12.1% |
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