-24.1%
OPEN vs SCHG
+84.7%
-108.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.2% | -5.9% |
| 7D | -10.5% | -2.7% | -7.8% | -6.1% |
| 30D | -21.8% | -2.2% | -19.6% | -18.4% |
| 3M | -37.5% | +6.2% | -43.7% | -42.7% |
| 6M | -44.1% | +13.4% | -57.5% | -53.7% |
| YTD | -52.0% | +7.1% | -59.1% | -56.2% |
| 1Y | -52.2% | +12.5% | -64.7% | -58.8% |
| All | -24.1% | +84.7% | -108.8% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling