+1,122.9%
SCHG vs AGI
+229.5%
+893.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -1.0% | -2.7% | +1.7% | -0.9% |
| 30D | -1.3% | +7.2% | -8.5% | -1.7% |
| 3M | +5.4% | +4.3% | +1.2% | +5.0% |
| 6M | +14.4% | -27.1% | +41.5% | +16.0% |
| YTD | +8.0% | -6.6% | +14.6% | +7.9% |
| 1Y | +12.7% | +9.5% | +3.2% | +11.4% |
| 3Y | +85.6% | +208.4% | -122.8% | +72.8% |
| 5Y | +85.5% | +401.6% | -316.1% | +67.9% |
| 10Y | +456.0% | +387.3% | +68.7% | +396.2% |
| All | +1,122.9% | +229.5% | +893.4% | +908.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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