+447.8%
SCHG vs AR
+41.9%
+406.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.0% |
| 7D | -1.0% | -2.5% | +1.4% | -0.8% |
| 30D | -1.3% | +2.5% | -3.8% | -1.5% |
| 3M | +5.4% | +12.3% | -6.9% | +4.2% |
| 6M | +14.4% | -3.1% | +17.5% | +14.4% |
| YTD | +8.0% | +11.5% | -3.5% | +6.4% |
| 1Y | +12.7% | +17.0% | -4.3% | +10.3% |
| 3Y | +85.6% | +47.3% | +38.3% | +76.4% |
| 5Y | +85.5% | +141.2% | -55.7% | +67.8% |
| All | +447.8% | +41.9% | +406.0% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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