+16.8%
RF vs SCHG
+3.8%
+13.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.4% | +4.6% | -4.3% | -1.2% |
| 30D | +5.6% | -6.2% | +11.8% | +7.8% |
| 3M | -8.9% | -3.5% | -5.3% | -8.0% |
| 6M | +7.1% | +0.9% | +6.1% | +6.2% |
| YTD | +8.3% | +5.6% | +2.8% | +2.8% |
| 1Y | +16.8% | +4.4% | +12.4% | +11.9% |
| All | +16.8% | +3.8% | +13.0% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling