+5.9%
SCHG vs ABCL
+138.2%
-132.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | -2.5% | -10.0% | +7.4% | -1.8% |
| 30D | -5.4% | -10.9% | +5.4% | -4.8% |
| 3M | -2.2% | +101.6% | -103.8% | -8.2% |
| 6M | +5.2% | +167.5% | -162.4% | -5.3% |
| YTD | +6.8% | +259.1% | -252.3% | -8.6% |
| 1Y | +5.9% | +152.2% | -146.2% | -4.7% |
| All | +5.9% | +138.2% | -132.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling