+90.9%
PL vs SCHG
+13.2%
+77.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.1% |
| 7D | -13.9% | -0.9% | -13.0% | -12.7% |
| 30D | -25.5% | -2.3% | -23.2% | -22.5% |
| 3M | -44.8% | +4.5% | -49.3% | -49.1% |
| 6M | -33.3% | +13.6% | -46.9% | -42.8% |
| YTD | -12.7% | +7.6% | -20.2% | -17.0% |
| 1Y | +90.9% | +13.0% | +77.9% | +83.8% |
| All | +90.9% | +13.2% | +77.7% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling