+4.4%
SCHG vs AS
-3.0%
+7.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | +4.6% | -3.6% | +8.2% | +5.3% |
| 30D | -6.2% | +3.4% | -9.6% | -6.8% |
| 3M | -3.5% | -8.6% | +5.1% | -1.9% |
| 6M | +0.9% | -10.0% | +11.0% | +2.6% |
| YTD | +5.6% | -19.2% | +24.7% | +7.9% |
| 1Y | +4.4% | -3.8% | +8.2% | +5.1% |
| All | +4.4% | -3.0% | +7.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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