+559.1%
SCHD vs SGI
+374.9%
+184.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -1.1% | +9.3% | -10.4% | -2.4% |
| 30D | +1.5% | +6.9% | -5.4% | +0.5% |
| 3M | +7.4% | +2.8% | +4.6% | +6.7% |
| 6M | +12.4% | -12.6% | +25.0% | +13.7% |
| YTD | +27.5% | -21.5% | +49.0% | +30.8% |
| 1Y | +30.0% | -18.8% | +48.8% | +32.4% |
| 3Y | +56.5% | +60.8% | -4.3% | +43.4% |
| 5Y | +60.7% | +60.0% | +0.7% | +44.0% |
| 10Y | +237.8% | +267.8% | -30.1% | +158.0% |
| All | +559.1% | +374.9% | +184.2% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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