+35.0%
SCHG vs ADVB
-89.4%
+124.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.7% | -0.7% |
| 7D | -0.9% | -13.0% | +12.1% | -0.8% |
| 30D | -2.3% | +7.5% | -9.7% | -2.3% |
| 3M | +4.5% | +129.1% | -124.6% | +2.7% |
| 6M | +13.6% | +71.7% | -58.2% | +11.3% |
| YTD | +7.6% | +45.5% | -38.0% | +5.8% |
| 1Y | +13.0% | -2.7% | +15.8% | +11.5% |
| All | +35.0% | -89.4% | +124.4% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling