+8,621.9%
QLD vs SCHG
+1,104.0%
+7,517.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.1% |
| 7D | +12.5% | +4.6% | +7.9% | +2.9% |
| 30D | -15.7% | -6.2% | -9.5% | -2.7% |
| 3M | -11.9% | -3.5% | -8.4% | -3.8% |
| 6M | -10.3% | +0.9% | -11.2% | -9.4% |
| YTD | +15.6% | +5.6% | +10.0% | +7.7% |
| 1Y | +12.1% | +4.4% | +7.7% | +7.2% |
| 3Y | +150.7% | +80.1% | +70.5% | -14.2% |
| 5Y | +86.6% | +71.3% | +15.4% | -18.8% |
| 10Y | +1,509.7% | +437.2% | +1,072.5% | -12.6% |
| All | +8,621.9% | +1,104.0% | +7,517.9% | +21.4% |
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