+171.9%
SAP vs SCHG
+459.0%
-287.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | -4.1% | -1.0% | -3.0% | -3.2% |
| 30D | +1.1% | -1.3% | +2.3% | +2.2% |
| 3M | +26.1% | +5.4% | +20.7% | +20.8% |
| 6M | +9.8% | +14.4% | -4.6% | -1.5% |
| YTD | -13.6% | +8.0% | -21.6% | -18.7% |
| 1Y | -18.7% | +12.7% | -31.4% | -26.2% |
| 3Y | +54.1% | +85.6% | -31.5% | -7.8% |
| 5Y | +54.7% | +85.5% | -30.8% | -8.9% |
| All | +171.9% | +459.0% | -287.1% | -39.6% |
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