+578.7%
SCHA vs SPY
+885.6%
-306.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.2% |
| 7D | +2.6% | +3.3% | -0.7% | -1.1% |
| 30D | +1.3% | -2.7% | +4.0% | +4.4% |
| 3M | -5.8% | -1.7% | -4.0% | -3.9% |
| 6M | +0.3% | +3.1% | -2.8% | -3.1% |
| YTD | +16.6% | +11.9% | +4.7% | +2.8% |
| 1Y | +18.8% | +12.0% | +6.8% | +4.6% |
| 3Y | +72.5% | +78.2% | -5.6% | -10.4% |
| 5Y | +29.6% | +73.2% | -43.6% | -30.3% |
| 10Y | +159.6% | +309.6% | -150.1% | -48.2% |
| All | +578.7% | +885.6% | -306.9% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling