+584.5%
RIO vs SCHG
+459.0%
+125.5%
-37.5%
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% | 0.0% |
| 7D | -3.2% | -1.0% | -2.2% | -2.5% |
| 30D | +0.9% | -1.3% | +2.2% | +1.7% |
| 3M | -1.4% | +5.4% | -6.9% | -4.9% |
| 6M | +10.9% | +14.4% | -3.5% | +1.8% |
| YTD | +31.2% | +8.0% | +23.2% | +24.8% |
| 1Y | +67.9% | +12.7% | +55.2% | +55.3% |
| 3Y | +88.8% | +85.6% | +3.2% | +22.2% |
| 5Y | +93.1% | +85.5% | +7.6% | +21.7% |
| All | +584.5% | +459.0% | +125.5% | +31.5% |
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