+0.8%
NOW vs SCHG
+82.0%
-81.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.4% |
| 7D | -4.1% | -0.9% | -3.2% | -2.9% |
| 30D | +2.9% | -2.3% | +5.2% | +6.3% |
| 3M | +22.6% | +4.5% | +18.0% | +16.1% |
| 6M | +7.5% | +13.6% | -6.0% | -7.8% |
| YTD | -14.4% | +7.6% | -22.0% | -21.4% |
| 1Y | -29.8% | +13.0% | -42.8% | -39.8% |
| 3Y | +9.2% | +87.0% | -77.7% | -52.4% |
| 5Y | +0.8% | +82.9% | -82.0% | -51.0% |
| All | +0.8% | +82.0% | -81.2% | -51.0% |
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