+629.6%
SCHG vs AR
-28.5%
+658.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +2.7% | +7.4% | -4.6% | +2.1% |
| 30D | -5.2% | +5.8% | -10.9% | -5.7% |
| 3M | -5.2% | +5.2% | -10.4% | -5.8% |
| 6M | -0.6% | +5.4% | -6.0% | -1.4% |
| YTD | +4.7% | +12.4% | -7.7% | +2.9% |
| 1Y | +6.0% | +12.8% | -6.8% | +4.0% |
| 3Y | +78.9% | +47.2% | +31.7% | +69.8% |
| 5Y | +69.9% | +101.1% | -31.2% | +55.0% |
| 10Y | +433.0% | +57.6% | +375.4% | +367.5% |
| All | +629.6% | -28.5% | +658.1% | +583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling