+629.3%
ON vs SCHG
+459.0%
+170.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +7.2% |
| 7D | +2.4% | -1.0% | +3.4% | +4.1% |
| 30D | -8.6% | -1.3% | -7.4% | -6.8% |
| 3M | -34.3% | +5.4% | -39.8% | -39.3% |
| 6M | +28.5% | +14.4% | +14.1% | +6.2% |
| YTD | +40.6% | +8.0% | +32.6% | +26.2% |
| 1Y | +55.3% | +12.7% | +42.6% | +31.4% |
| 3Y | -22.2% | +85.6% | -107.8% | -68.2% |
| 5Y | +62.4% | +85.5% | -23.1% | -30.3% |
| All | +629.3% | +459.0% | +170.3% | -42.0% |
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 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