+277.3%
RMBS vs SCHG
+1,127.0%
-849.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.7% |
| 7D | +3.5% | -0.9% | +4.3% | +4.5% |
| 30D | -8.6% | -2.3% | -6.3% | -6.0% |
| 3M | -40.3% | +4.5% | -44.8% | -43.2% |
| 6M | -1.0% | +13.6% | -14.5% | -13.7% |
| YTD | -4.6% | +7.6% | -12.2% | -10.6% |
| 1Y | +17.6% | +13.0% | +4.5% | +5.5% |
| 3Y | +58.6% | +87.0% | -28.3% | -13.7% |
| 5Y | +270.9% | +82.9% | +188.1% | +106.0% |
| 10Y | +569.1% | +453.6% | +115.4% | 0.0% |
| All | +277.3% | +1,127.0% | -849.7% | -78.7% |
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