+1,126.0%
SCHG vs ARWR
+1,505.8%
-379.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -0.1% | +2.9% | -2.9% | -0.3% |
| 30D | -1.5% | -2.9% | +1.4% | -1.3% |
| 3M | +4.4% | +15.2% | -10.8% | +2.9% |
| 6M | +15.7% | +42.3% | -26.6% | +12.0% |
| YTD | +8.3% | +28.2% | -19.9% | +5.5% |
| 1Y | +14.2% | +213.2% | -199.0% | +3.0% |
| 3Y | +88.3% | +184.6% | -96.4% | +65.3% |
| 5Y | +83.5% | +29.2% | +54.2% | +66.9% |
| 10Y | +444.2% | +1,012.5% | -568.4% | +316.7% |
| All | +1,126.0% | +1,505.8% | -379.8% | +792.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling