+614.4%
SCHG vs ARMK
+357.2%
+257.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.2% |
| 7D | -0.1% | +1.7% | -1.8% | -0.5% |
| 30D | -1.5% | +3.1% | -4.6% | -2.5% |
| 3M | +4.4% | +9.2% | -4.8% | +1.7% |
| 6M | +15.7% | +43.7% | -28.0% | +4.2% |
| YTD | +8.3% | +57.4% | -49.1% | -5.0% |
| 1Y | +14.2% | +51.9% | -37.6% | +0.9% |
| 3Y | +88.3% | +125.4% | -37.1% | +47.6% |
| 5Y | +83.5% | +149.1% | -65.6% | +39.2% |
| 10Y | +444.2% | +135.4% | +308.7% | +310.7% |
| All | +614.4% | +357.2% | +257.2% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling