+485.2%
SAP vs SCHG
+1,127.0%
-641.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | -0.3% | -0.9% | +0.6% | +0.5% |
| 30D | +0.3% | -2.3% | +2.6% | +2.4% |
| 3M | +16.9% | +4.5% | +12.4% | +12.4% |
| 6M | +6.3% | +13.6% | -7.2% | -4.8% |
| YTD | -12.4% | +7.6% | -20.0% | -17.7% |
| 1Y | -21.6% | +13.0% | -34.7% | -29.6% |
| 3Y | +54.8% | +87.0% | -32.2% | -11.6% |
| 5Y | +56.2% | +82.9% | -26.7% | -10.9% |
| 10Y | +179.0% | +453.6% | -274.6% | -46.0% |
| All | +485.2% | +1,127.0% | -641.8% | -48.4% |
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