+428.1%
O vs SCHG
+1,127.0%
-698.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | -2.4% | -2.3% | -0.2% | -1.3% |
| 3M | -0.6% | +4.5% | -5.1% | -3.2% |
| 6M | -5.0% | +13.6% | -18.6% | -11.8% |
| YTD | +10.4% | +7.6% | +2.8% | +5.2% |
| 1Y | +6.6% | +13.0% | -6.5% | -1.4% |
| 3Y | +28.4% | +87.0% | -58.6% | -14.9% |
| 5Y | +15.3% | +82.9% | -67.6% | -24.8% |
| 10Y | +55.3% | +453.6% | -398.3% | -54.1% |
| All | +428.1% | +1,127.0% | -698.8% | -21.5% |
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