+1,728.6%
QLD vs SCHG
+443.8%
+1,284.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.8% |
| 7D | +1.9% | -0.9% | +2.8% | +3.7% |
| 30D | -1.8% | -2.3% | +0.5% | +2.9% |
| 3M | -0.1% | +4.5% | -4.6% | -7.8% |
| 6M | +32.6% | +13.6% | +19.0% | +4.5% |
| YTD | +27.9% | +7.6% | +20.3% | +12.9% |
| 1Y | +40.3% | +13.0% | +27.2% | +13.0% |
| 3Y | +182.5% | +87.0% | +95.5% | -11.7% |
| 5Y | +122.5% | +82.9% | +39.7% | -16.5% |
| 10Y | +1,728.6% | +453.6% | +1,274.9% | -20.1% |
| All | +1,728.6% | +443.8% | +1,284.7% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling