+494.9%
P vs SCHG
+487.4%
+7.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.7% |
| 7D | +7.8% | -0.1% | +7.9% | +8.0% |
| 30D | +12.3% | -1.5% | +13.8% | +14.2% |
| 3M | +37.1% | +4.4% | +32.7% | +30.0% |
| 6M | +66.1% | +15.7% | +50.4% | +37.6% |
| YTD | +50.9% | +8.3% | +42.6% | +37.6% |
| 1Y | +27.2% | +14.2% | +13.0% | +9.1% |
| 3Y | +158.7% | +88.3% | +70.4% | +26.2% |
| 5Y | +291.1% | +83.5% | +207.7% | +97.0% |
| 10Y | +715.0% | +444.2% | +270.8% | +14.2% |
| All | +494.9% | +487.4% | +7.5% | -21.1% |
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 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