+1,676.3%
QQQ vs SCHG
+1,132.2%
+544.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -0.6% | -1.0% | +0.5% | +0.5% |
| 30D | -1.2% | -1.3% | 0.0% | 0.0% |
| 3M | -0.2% | +5.4% | -5.6% | -5.4% |
| 6M | +17.9% | +14.4% | +3.5% | +3.0% |
| YTD | +16.6% | +8.0% | +8.6% | +8.0% |
| 1Y | +23.0% | +12.7% | +10.3% | +9.0% |
| 3Y | +92.9% | +85.6% | +7.3% | +2.9% |
| 5Y | +95.6% | +85.5% | +10.1% | +4.2% |
| 10Y | +570.4% | +456.0% | +114.4% | +16.5% |
| All | +1,676.3% | +1,132.2% | +544.0% | +42.8% |
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 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