+68.6%
PL vs SCHG
+103.0%
-34.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.5% |
| 7D | -9.0% | -2.7% | -6.3% | -5.5% |
| 30D | -29.6% | -2.2% | -27.4% | -27.5% |
| 3M | -45.7% | +6.2% | -51.8% | -49.8% |
| 6M | -34.3% | +13.4% | -47.7% | -43.6% |
| YTD | -15.4% | +7.1% | -22.5% | -21.5% |
| 1Y | +86.1% | +12.5% | +73.5% | +63.2% |
| 3Y | +509.1% | +86.2% | +422.9% | +205.3% |
| 5Y | +68.3% | +83.9% | -15.6% | -7.7% |
| All | +68.6% | +103.0% | -34.4% | -7.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling