+163.8%
SCHA vs SPY
+311.8%
-147.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.6% |
| 7D | -0.2% | -0.9% | +0.7% | +0.8% |
| 30D | +2.6% | -2.4% | +5.0% | +5.4% |
| 3M | -3.3% | -1.2% | -2.1% | -2.0% |
| 6M | +0.8% | +3.3% | -2.5% | -2.8% |
| YTD | +18.5% | +12.3% | +6.3% | +4.3% |
| 1Y | +20.6% | +12.4% | +8.2% | +6.1% |
| 3Y | +75.4% | +78.8% | -3.5% | -7.7% |
| 5Y | +32.1% | +75.2% | -43.0% | -28.5% |
| 10Y | +163.8% | +311.1% | -147.3% | -45.6% |
| All | +163.8% | +311.8% | -147.9% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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