-71.6%
OPEN vs SCHG
+188.7%
-260.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -0.9% |
| 7D | +1.0% | -0.1% | +1.0% | +1.1% |
| 30D | -11.9% | -1.5% | -10.4% | -9.0% |
| 3M | -28.8% | +4.4% | -33.2% | -34.0% |
| 6M | -38.6% | +15.7% | -54.3% | -53.6% |
| YTD | -47.3% | +8.3% | -55.6% | -54.4% |
| 1Y | -49.2% | +14.2% | -63.4% | -59.5% |
| 3Y | -18.8% | +88.3% | -107.0% | -78.4% |
| 5Y | -83.6% | +83.5% | -167.1% | -94.6% |
| All | -71.6% | +188.7% | -260.3% | -94.3% |
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