+911.0%
RMD vs SCHG
+1,127.0%
-216.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -4.7% | -0.9% | -3.9% | -4.1% |
| 30D | +0.2% | -2.3% | +2.5% | +2.0% |
| 3M | +12.0% | +4.5% | +7.5% | +8.1% |
| 6M | -12.5% | +13.6% | -26.1% | -21.0% |
| YTD | -7.9% | +7.6% | -15.5% | -13.5% |
| 1Y | -20.4% | +13.0% | -33.4% | -28.3% |
| 3Y | +53.1% | +87.0% | -33.9% | -9.7% |
| 5Y | -22.1% | +82.9% | -105.0% | -54.3% |
| 10Y | +275.4% | +453.6% | -178.2% | -18.7% |
| All | +911.0% | +1,127.0% | -216.0% | +6.2% |
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