+1,122.9%
SCHG vs BG
+186.8%
+936.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -1.0% | +3.1% | -4.2% | -1.8% |
| 30D | -1.3% | +10.2% | -11.5% | -3.8% |
| 3M | +5.4% | -1.7% | +7.1% | +5.4% |
| 6M | +14.4% | +1.0% | +13.4% | +13.1% |
| YTD | +8.0% | +39.9% | -31.9% | -2.1% |
| 1Y | +12.7% | +53.2% | -40.5% | -0.8% |
| 3Y | +85.6% | +16.3% | +69.3% | +72.6% |
| 5Y | +85.5% | +83.9% | +1.7% | +47.5% |
| 10Y | +456.0% | +165.1% | +290.9% | +261.5% |
| All | +1,122.9% | +186.8% | +936.1% | +616.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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