+74.2%
SCHF vs SPY
+75.5%
-1.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -2.0% | -2.0% | -0.1% | -0.5% |
| 30D | -1.0% | -1.7% | +0.7% | +0.3% |
| 3M | +5.1% | +4.7% | +0.4% | +1.5% |
| 6M | +10.4% | +12.5% | -2.1% | +1.2% |
| YTD | +16.7% | +11.7% | +5.0% | +7.5% |
| 1Y | +25.6% | +17.5% | +8.1% | +11.7% |
| All | +74.2% | +75.5% | -1.3% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling