+4.3%
QQQ vs SCHG
+0.2%
+4.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.5% | -1.0% | -0.5% |
| 7D | -9.5% | -6.8% | -2.8% | -2.3% |
| 30D | -14.8% | -11.2% | -3.7% | -3.2% |
| 3M | -9.7% | -7.4% | -2.3% | -1.9% |
| 6M | -4.9% | -1.0% | -3.8% | -3.3% |
| YTD | +5.7% | +0.9% | +4.8% | +5.7% |
| 1Y | +4.3% | -0.2% | +4.5% | +5.5% |
| All | +4.3% | +0.2% | +4.2% | +5.5% |
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