+32.5%
SCHG vs ADVB
-95.9%
+128.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +42.7% | -43.0% | -0.6% |
| 7D | +4.6% | +74.2% | -69.6% | +4.2% |
| 30D | -6.2% | -35.9% | +29.6% | -6.2% |
| 3M | -3.5% | -56.4% | +52.9% | -3.5% |
| 6M | +0.9% | -36.7% | +37.7% | -0.2% |
| YTD | +5.6% | -43.3% | +48.9% | +3.9% |
| 1Y | +4.4% | -63.4% | +67.8% | +4.0% |
| All | +32.5% | -95.9% | +128.4% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling