-20.9%
RMD vs SCHG
+84.3%
-105.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -4.4% | -1.0% | -3.4% | -3.9% |
| 30D | -3.1% | -1.3% | -1.9% | -2.4% |
| 3M | +13.8% | +5.4% | +8.3% | +10.4% |
| 6M | -8.6% | +14.4% | -23.0% | -15.6% |
| YTD | -8.6% | +8.0% | -16.7% | -12.9% |
| 1Y | -19.7% | +12.7% | -32.4% | -25.5% |
| 3Y | +48.4% | +85.6% | -37.2% | -0.4% |
| All | -20.9% | +84.3% | -105.3% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling