+338.0%
RF vs SCHG
+459.0%
-121.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -1.0% | -1.0% | +0.1% | -0.1% |
| 30D | -3.7% | -1.3% | -2.4% | -2.7% |
| 3M | +5.3% | +5.4% | -0.1% | +0.6% |
| 6M | +17.2% | +14.4% | +2.8% | +4.3% |
| YTD | +14.5% | +8.0% | +6.4% | +6.6% |
| 1Y | +15.9% | +12.7% | +3.2% | +3.9% |
| 3Y | +91.2% | +85.6% | +5.6% | +10.1% |
| 5Y | +90.0% | +85.5% | +4.5% | +6.9% |
| All | +338.0% | +459.0% | -121.0% | -30.5% |
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 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