+1,135.8%
SCHG vs ACWI
+423.2%
+712.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | +0.5% | -1.2% | -1.2% |
| 30D | +0.2% | +0.9% | -0.6% | -0.7% |
| 3M | +2.2% | +2.4% | -0.2% | -0.3% |
| 6M | +15.0% | +12.4% | +2.6% | +1.6% |
| YTD | +9.2% | +15.2% | -6.0% | -6.1% |
| 1Y | +15.7% | +22.7% | -7.0% | -6.8% |
| 3Y | +87.3% | +75.8% | +11.5% | +4.8% |
| 5Y | +84.5% | +67.7% | +16.7% | +10.1% |
| 10Y | +448.7% | +229.0% | +219.7% | +75.5% |
| All | +1,135.8% | +423.2% | +712.6% | +161.2% |
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