+70.2%
SCHG vs ALK
-31.3%
+101.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +2.7% | -1.2% | +3.9% | +3.0% |
| 30D | -5.2% | +7.7% | -12.9% | -7.3% |
| 3M | -5.2% | -19.0% | +13.8% | -0.5% |
| 6M | -0.6% | -0.2% | -0.4% | -2.4% |
| YTD | +4.7% | -23.5% | +28.2% | +8.8% |
| 1Y | +6.0% | -9.1% | +15.1% | +4.5% |
| 3Y | +78.9% | +12.0% | +66.9% | +51.4% |
| All | +70.2% | -31.3% | +101.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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