+12.5%
SCHG vs ADVB
+2.9%
+9.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.4% |
| 7D | -2.7% | -5.9% | +3.1% | -2.8% |
| 30D | -2.2% | +13.9% | -16.1% | -2.1% |
| 3M | +6.2% | +127.3% | -121.2% | +7.0% |
| 6M | +13.4% | +77.0% | -63.6% | +13.9% |
| YTD | +7.1% | +51.5% | -44.4% | +7.6% |
| 1Y | +12.5% | -11.3% | +23.8% | +11.7% |
| All | +12.5% | +2.9% | +9.6% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling