+608.9%
SCHA vs SPY
+900.2%
-291.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -0.4% | +0.1% | -0.5% | -0.5% |
| 3M | +0.8% | +2.0% | -1.2% | -1.3% |
| 6M | +14.1% | +13.0% | +1.1% | -0.6% |
| YTD | +21.8% | +13.5% | +8.3% | +5.6% |
| 1Y | +27.2% | +20.0% | +7.3% | +3.7% |
| 3Y | +61.1% | +77.2% | -16.1% | -15.8% |
| 5Y | +41.9% | +81.9% | -40.0% | -27.8% |
| 10Y | +173.8% | +314.1% | -140.2% | -45.9% |
| All | +608.9% | +900.2% | -291.2% | -52.5% |
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