+256.3%
P vs SCHG
+81.2%
+175.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | -4.1% | -2.7% | -1.4% | -0.6% |
| 30D | -14.0% | -2.2% | -11.8% | -11.6% |
| 3M | +41.4% | +6.2% | +35.3% | +31.2% |
| 6M | +54.2% | +13.4% | +40.8% | +31.6% |
| YTD | +40.4% | +7.1% | +33.3% | +30.0% |
| 1Y | +16.0% | +12.5% | +3.4% | +1.7% |
| 3Y | +140.7% | +86.2% | +54.5% | +28.2% |
| 5Y | +256.3% | +83.9% | +172.4% | +97.7% |
| All | +256.3% | +81.2% | +175.1% | +97.7% |
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