+443.2%
SCHG vs ACWI
+230.9%
+212.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.6% |
| 7D | -2.7% | -1.9% | -0.8% | -0.5% |
| 30D | -2.2% | -1.3% | -0.9% | -0.7% |
| 3M | +6.2% | +5.0% | +1.2% | +0.2% |
| 6M | +13.4% | +11.7% | +1.6% | -0.6% |
| YTD | +7.1% | +13.0% | -5.8% | -7.4% |
| 1Y | +12.5% | +19.2% | -6.7% | -8.6% |
| 3Y | +86.2% | +75.0% | +11.2% | -2.6% |
| 5Y | +83.9% | +67.1% | +16.9% | +3.0% |
| All | +443.2% | +230.9% | +212.3% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling