+241.5%
SCHF vs SPY
+882.0%
-640.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +2.1% | +2.6% | -0.5% | -0.2% |
| 30D | +0.2% | -2.0% | +2.2% | +2.1% |
| 3M | -5.4% | -2.8% | -2.6% | -2.9% |
| 6M | -0.7% | +2.1% | -2.9% | -2.6% |
| YTD | +12.8% | +11.5% | +1.3% | +2.4% |
| 1Y | +16.4% | +13.5% | +2.9% | +3.9% |
| 3Y | +72.9% | +77.7% | -4.8% | +0.6% |
| 5Y | +55.6% | +72.6% | -17.0% | -8.0% |
| 10Y | +160.6% | +308.2% | -147.6% | -38.3% |
| All | +241.5% | +882.0% | -640.5% | -71.6% |
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