+1,135.8%
SCHG vs ALK
+437.0%
+698.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +0.2% | -19.2% | +19.5% | +5.5% |
| 3M | +2.2% | -1.5% | +3.8% | +1.7% |
| 6M | +15.0% | -13.1% | +28.1% | +16.8% |
| YTD | +9.2% | -16.4% | +25.6% | +11.4% |
| 1Y | +15.7% | -33.1% | +48.8% | +24.1% |
| 3Y | +87.3% | +0.6% | +86.6% | +73.1% |
| 5Y | +84.5% | -26.4% | +110.9% | +81.6% |
| 10Y | +448.7% | -34.2% | +482.9% | +397.1% |
| All | +1,135.8% | +437.0% | +698.7% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling