+70.2%
SCHG vs ARWR
-34.9%
+105.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +2.7% | -17.8% | +20.6% | +5.4% |
| 30D | -5.2% | -18.1% | +13.0% | -2.6% |
| 3M | -5.2% | -44.2% | +39.0% | +2.7% |
| 6M | -0.6% | -38.6% | +38.1% | +5.5% |
| YTD | +4.7% | -28.0% | +32.8% | +7.6% |
| 1Y | +6.0% | +16.1% | -10.1% | 0.0% |
| 3Y | +78.9% | +84.0% | -5.1% | +42.1% |
| All | +70.2% | -34.9% | +105.0% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling