+12.7%
SCHG vs ARMK
+54.5%
-41.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.4% |
| 7D | -1.0% | +3.1% | -4.2% | -1.5% |
| 30D | -1.3% | -2.8% | +1.5% | -0.9% |
| 3M | +5.4% | +7.6% | -2.1% | +4.1% |
| 6M | +14.4% | +47.9% | -33.5% | +6.4% |
| YTD | +8.0% | +60.0% | -52.0% | -0.1% |
| 1Y | +12.7% | +52.2% | -39.5% | +5.5% |
| All | +12.7% | +54.5% | -41.8% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling