+213.8%
SCHC vs SPY
+796.4%
-582.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +1.6% | +0.5% | +1.1% | +1.1% |
| 30D | +1.4% | -0.9% | +2.4% | +2.3% |
| 3M | +5.9% | +3.9% | +2.0% | +2.4% |
| 6M | +6.6% | +14.5% | -8.0% | -5.4% |
| YTD | +13.1% | +12.9% | +0.2% | +1.7% |
| 1Y | +18.4% | +19.4% | -1.0% | +1.1% |
| 3Y | +71.2% | +78.5% | -7.2% | +0.2% |
| 5Y | +37.5% | +81.8% | -44.2% | -21.4% |
| 10Y | +117.4% | +311.5% | -194.1% | -45.0% |
| All | +213.8% | +796.4% | -582.6% | -66.6% |
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 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