+700.7%
SCHG vs ALM
+8,394.4%
-7,693.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -0.8% |
| 7D | -0.1% | +8.4% | -8.5% | -0.1% |
| 30D | -1.5% | +34.8% | -36.3% | -1.6% |
| 3M | +4.4% | +16.2% | -11.8% | +4.3% |
| 6M | +15.7% | +2.1% | +13.6% | +15.6% |
| YTD | +8.3% | +117.0% | -108.7% | +8.0% |
| 1Y | +14.2% | +313.9% | -299.6% | +13.7% |
| 3Y | +88.3% | +2,327.9% | -2,239.7% | +86.6% |
| 5Y | +83.5% | +1,040.6% | -957.2% | +82.0% |
| 10Y | +444.2% | +3,219.4% | -2,775.3% | +438.2% |
| All | +700.7% | +8,394.4% | -7,693.7% | +685.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling