-47.7%
QS vs SCHG
+153.7%
-201.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.1% |
| 7D | -5.0% | -2.7% | -2.2% | -0.8% |
| 30D | -18.3% | -2.2% | -16.1% | -15.3% |
| 3M | -26.0% | +6.2% | -32.2% | -31.5% |
| 6M | -24.0% | +13.4% | -37.4% | -35.2% |
| YTD | -50.3% | +7.1% | -57.4% | -53.6% |
| 1Y | -38.0% | +12.5% | -50.5% | -45.2% |
| 3Y | -24.6% | +86.2% | -110.8% | -69.5% |
| 5Y | -75.4% | +83.9% | -159.4% | -89.7% |
| All | -47.7% | +153.7% | -201.4% | -75.3% |
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