+118.2%
SCHC vs SPY
+322.5%
-204.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.1% |
| 7D | -1.7% | -0.8% | -1.0% | -1.1% |
| 30D | -0.4% | -1.1% | +0.6% | +0.5% |
| 3M | +2.9% | +3.9% | -0.9% | -0.2% |
| 6M | +5.3% | +13.6% | -8.3% | -4.9% |
| YTD | +11.6% | +12.7% | -1.0% | +1.4% |
| 1Y | +15.8% | +17.5% | -1.7% | +1.6% |
| 3Y | +67.2% | +76.9% | -9.7% | +3.4% |
| 5Y | +35.5% | +83.6% | -48.1% | -19.2% |
| All | +118.2% | +322.5% | -204.3% | -32.5% |
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 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