+558.9%
RMBS vs SCHG
+459.0%
+99.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.8% |
| 7D | +1.8% | -1.0% | +2.8% | +3.1% |
| 30D | -13.9% | -1.3% | -12.6% | -12.6% |
| 3M | -39.8% | +5.4% | -45.2% | -43.5% |
| 6M | -6.0% | +14.4% | -20.4% | -18.9% |
| YTD | -5.4% | +8.0% | -13.4% | -11.9% |
| 1Y | -1.8% | +12.7% | -14.5% | -11.8% |
| 3Y | +53.7% | +85.6% | -31.9% | -14.5% |
| 5Y | +268.5% | +85.5% | +183.0% | +105.8% |
| All | +558.9% | +459.0% | +99.9% | +5.9% |
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 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