+681.1%
P vs SCHG
+459.0%
+222.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +3.2% |
| 7D | -1.3% | -1.0% | -0.3% | +0.1% |
| 30D | -11.9% | -1.3% | -10.6% | -10.5% |
| 3M | +41.6% | +5.4% | +36.2% | +32.3% |
| 6M | +58.1% | +14.4% | +43.7% | +32.7% |
| YTD | +46.5% | +8.0% | +38.5% | +33.9% |
| 1Y | +19.1% | +12.7% | +6.3% | +3.7% |
| 3Y | +150.6% | +85.6% | +65.0% | +23.2% |
| 5Y | +271.8% | +85.5% | +186.2% | +82.9% |
| All | +681.1% | +459.0% | +222.1% | -7.6% |
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