+87.0%
RF vs SCHG
+82.0%
+4.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -0.1% | -0.9% | +0.7% | +0.4% |
| 30D | -4.0% | -2.3% | -1.7% | -2.7% |
| 3M | +5.6% | +4.5% | +1.0% | +2.4% |
| 6M | +13.1% | +13.6% | -0.5% | +3.7% |
| YTD | +13.6% | +7.6% | +6.0% | +7.8% |
| 1Y | +16.0% | +13.0% | +2.9% | +6.3% |
| 3Y | +90.2% | +87.0% | +3.2% | +24.6% |
| 5Y | +87.0% | +82.9% | +4.1% | +20.0% |
| All | +87.0% | +82.0% | +4.9% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling