+262.2%
SCHF vs SPY
+900.2%
-638.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +1.9% | +0.1% | +1.9% | +1.9% |
| 3M | +3.2% | +2.0% | +1.2% | +1.4% |
| 6M | +10.8% | +13.0% | -2.2% | -0.7% |
| YTD | +19.6% | +13.5% | +6.1% | +6.7% |
| 1Y | +30.2% | +20.0% | +10.2% | +10.4% |
| 3Y | +77.5% | +77.2% | +0.3% | +3.5% |
| 5Y | +63.4% | +81.9% | -18.4% | -8.1% |
| 10Y | +165.3% | +314.1% | -148.7% | -38.0% |
| All | +262.2% | +900.2% | -638.0% | -70.3% |
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