+1,117.7%
SCHG vs A
+630.0%
+487.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | -0.9% | -4.4% | +3.5% | +1.1% |
| 30D | -2.3% | -2.7% | +0.4% | -1.3% |
| 3M | +4.5% | +7.0% | -2.5% | +0.8% |
| 6M | +13.6% | +24.6% | -11.1% | +1.0% |
| YTD | +7.6% | +7.0% | +0.6% | +2.3% |
| 1Y | +13.0% | +15.6% | -2.5% | +3.1% |
| 3Y | +87.0% | +29.9% | +57.1% | +55.4% |
| 5Y | +82.9% | -15.4% | +98.2% | +83.9% |
| 10Y | +453.6% | +248.9% | +204.8% | +186.3% |
| All | +1,117.7% | +630.0% | +487.7% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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