+447.8%
SCHG vs ARMK
+146.1%
+301.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | 0.0% |
| 7D | -1.0% | +3.1% | -4.2% | -1.9% |
| 30D | -1.3% | -2.8% | +1.5% | -0.6% |
| 3M | +5.4% | +7.6% | -2.1% | +3.2% |
| 6M | +14.4% | +47.9% | -33.5% | +2.5% |
| YTD | +8.0% | +60.0% | -52.0% | -5.4% |
| 1Y | +12.7% | +52.2% | -39.5% | -0.1% |
| 3Y | +85.6% | +131.4% | -45.8% | +45.4% |
| 5Y | +85.5% | +163.2% | -77.7% | +40.1% |
| All | +447.8% | +146.1% | +301.8% | +332.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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