+34.4%
SCHG vs ADVB
-88.9%
+123.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.4% |
| 7D | -2.7% | -5.9% | +3.1% | -2.7% |
| 30D | -2.2% | +13.9% | -16.1% | -2.3% |
| 3M | +6.2% | +127.3% | -121.2% | +4.4% |
| 6M | +13.4% | +77.0% | -63.6% | +11.1% |
| YTD | +7.1% | +51.5% | -44.4% | +5.3% |
| 1Y | +12.5% | -11.3% | +23.8% | +11.8% |
| All | +34.4% | -88.9% | +123.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ADVB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling