+82.9%
SCHG vs ALK
-28.1%
+110.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -0.9% | -3.0% | +2.1% | -0.1% |
| 30D | -2.3% | -14.6% | +12.3% | +1.5% |
| 3M | +4.5% | -10.6% | +15.1% | +6.6% |
| 6M | +13.6% | -6.7% | +20.3% | +13.3% |
| YTD | +7.6% | -19.8% | +27.3% | +10.9% |
| 1Y | +13.0% | -35.2% | +48.2% | +23.1% |
| 3Y | +87.0% | +1.4% | +85.6% | +67.6% |
| 5Y | +82.9% | -30.7% | +113.5% | +78.9% |
| All | +82.9% | -28.1% | +110.9% | +78.9% |
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