+742.0%
RF vs SCHG
+1,094.5%
-352.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +2.0% |
| 7D | +1.9% | +2.7% | -0.8% | -0.9% |
| 30D | +7.3% | -5.2% | +12.5% | +12.6% |
| 3M | -7.9% | -5.2% | -2.8% | -3.6% |
| 6M | +10.5% | -0.6% | +11.1% | +9.6% |
| YTD | +9.6% | +4.7% | +4.9% | +2.5% |
| 1Y | +20.3% | +6.0% | +14.3% | +10.9% |
| 3Y | +119.5% | +78.9% | +40.6% | +11.9% |
| 5Y | +48.2% | +69.9% | -21.7% | -23.0% |
| 10Y | +234.3% | +433.0% | -198.7% | -66.5% |
| All | +742.0% | +1,094.5% | -352.5% | -76.0% |
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 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