+209.8%
RF vs SCHG
+436.2%
-226.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +0.4% | +4.6% | -4.3% | -3.2% |
| 30D | +5.6% | -6.2% | +11.8% | +10.7% |
| 3M | -8.9% | -3.5% | -5.3% | -6.7% |
| 6M | +7.1% | +0.9% | +6.1% | +5.2% |
| YTD | +8.3% | +5.6% | +2.8% | +2.2% |
| 1Y | +16.8% | +4.4% | +12.4% | +11.1% |
| 3Y | +115.0% | +80.1% | +34.9% | +26.5% |
| 5Y | +46.4% | +71.3% | -24.8% | -11.2% |
| All | +209.8% | +436.2% | -226.4% | -48.4% |
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 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