+1,085.5%
SCHG vs ACWI
+404.5%
+681.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | +2.7% | +2.4% | +0.3% | +0.2% |
| 30D | -5.2% | -1.7% | -3.5% | -3.4% |
| 3M | -5.2% | -3.9% | -1.2% | -0.9% |
| 6M | -0.6% | +0.8% | -1.4% | -1.3% |
| YTD | +4.7% | +11.0% | -6.3% | -6.2% |
| 1Y | +6.0% | +13.1% | -7.1% | -6.8% |
| 3Y | +78.9% | +73.9% | +5.0% | +1.4% |
| 5Y | +69.9% | +59.0% | +10.9% | +7.2% |
| 10Y | +433.0% | +224.4% | +208.6% | +73.9% |
| All | +1,085.5% | +404.5% | +681.0% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling