+271.5%
RMD vs SCHG
+459.0%
-187.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.2% |
| 7D | -4.4% | -1.0% | -3.4% | -3.7% |
| 30D | -3.1% | -1.3% | -1.9% | -2.3% |
| 3M | +13.8% | +5.4% | +8.3% | +9.4% |
| 6M | -8.6% | +14.4% | -23.0% | -17.4% |
| YTD | -8.6% | +8.0% | -16.7% | -14.1% |
| 1Y | -19.7% | +12.7% | -32.4% | -27.1% |
| 3Y | +48.4% | +85.6% | -37.2% | -9.7% |
| 5Y | -22.7% | +85.5% | -108.2% | -53.8% |
| All | +271.5% | +459.0% | -187.5% | -23.8% |
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