+606.7%
RSP vs SCHG
+1,135.4%
-528.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -1.5% | -1.5% | 0.0% | -0.4% |
| 3M | +4.8% | +4.4% | +0.4% | +1.1% |
| 6M | +10.3% | +15.7% | -5.5% | -2.2% |
| YTD | +14.1% | +8.3% | +5.8% | +6.4% |
| 1Y | +17.0% | +14.2% | +2.8% | +4.3% |
| 3Y | +54.2% | +88.3% | -34.1% | -11.2% |
| 5Y | +51.5% | +83.5% | -32.0% | -13.2% |
| 10Y | +204.4% | +444.2% | -239.8% | -41.0% |
| All | +606.7% | +1,135.4% | -528.7% | -41.3% |
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