-46.7%
QS vs SCHG
+155.9%
-202.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.6% |
| 7D | -3.6% | -1.0% | -2.6% | -2.0% |
| 30D | -17.2% | -1.3% | -16.0% | -15.5% |
| 3M | -27.0% | +5.4% | -32.4% | -31.7% |
| 6M | -24.6% | +14.4% | -39.0% | -36.6% |
| YTD | -49.3% | +8.0% | -57.4% | -53.3% |
| 1Y | -40.3% | +12.7% | -53.1% | -47.5% |
| 3Y | -23.8% | +85.6% | -109.4% | -69.0% |
| 5Y | -75.0% | +85.5% | -160.5% | -89.6% |
| All | -46.7% | +155.9% | -202.6% | -75.2% |
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