+284.7%
P vs SCHG
+69.4%
+215.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -0.9% |
| 7D | +11.6% | +2.7% | +8.9% | +7.8% |
| 30D | -23.7% | -5.2% | -18.5% | -16.7% |
| 3M | -8.0% | -5.2% | -2.8% | +0.8% |
| 6M | +27.9% | -0.6% | +28.5% | +32.5% |
| YTD | +61.2% | +4.7% | +56.4% | +57.3% |
| 1Y | +28.6% | +6.0% | +22.6% | +24.0% |
| 3Y | +200.5% | +78.9% | +121.6% | +71.5% |
| All | +284.7% | +69.4% | +215.3% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling