+5.9%
SCHG vs BR
-14.2%
+20.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.8% | +1.1% |
| 7D | -2.5% | +7.0% | -9.5% | -2.8% |
| 30D | -5.4% | +19.0% | -24.4% | -6.4% |
| 3M | -2.2% | +13.1% | -15.2% | -2.8% |
| 6M | +5.2% | +24.6% | -19.5% | +3.9% |
| YTD | +6.8% | -13.6% | +20.4% | +8.1% |
| 1Y | +5.9% | -13.1% | +19.0% | +7.4% |
| All | +5.9% | -14.2% | +20.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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