+700.2%
ON vs SCHG
+1,127.0%
-426.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.9% |
| 7D | -1.9% | -0.9% | -1.0% | -0.6% |
| 30D | -11.0% | -2.3% | -8.7% | -8.0% |
| 3M | -39.3% | +4.5% | -43.9% | -43.0% |
| 6M | +19.8% | +13.6% | +6.3% | +0.3% |
| YTD | +31.1% | +7.6% | +23.5% | +18.5% |
| 1Y | +46.0% | +13.0% | +32.9% | +23.2% |
| 3Y | -27.5% | +87.0% | -114.5% | -70.3% |
| 5Y | +56.9% | +82.9% | -26.0% | -30.1% |
| 10Y | +591.8% | +453.6% | +138.2% | -33.9% |
| All | +700.2% | +1,127.0% | -426.7% | -72.5% |
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