+447.8%
SCHG vs ALM
+2,589.2%
-2,141.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.0% |
| 7D | -1.0% | -11.8% | +10.8% | -0.7% |
| 30D | -1.3% | +7.8% | -9.1% | -1.6% |
| 3M | +5.4% | -9.3% | +14.7% | +5.4% |
| 6M | +14.4% | -30.5% | +44.9% | +14.8% |
| YTD | +8.0% | +75.8% | -67.8% | +5.8% |
| 1Y | +12.7% | +241.2% | -228.5% | +8.4% |
| 3Y | +85.6% | +1,872.6% | -1,787.0% | +69.9% |
| 5Y | +85.5% | +849.6% | -764.1% | +71.4% |
| All | +447.8% | +2,589.2% | -2,141.4% | +392.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling