+70.2%
SCHG vs BURL
-10.8%
+80.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | 0.0% |
| 7D | +2.7% | -1.6% | +4.3% | +3.1% |
| 30D | -5.2% | -7.7% | +2.6% | -3.6% |
| 3M | -5.2% | -31.7% | +26.5% | +2.5% |
| 6M | -0.6% | -15.2% | +14.6% | +1.8% |
| YTD | +4.7% | -15.9% | +20.6% | +7.1% |
| 1Y | +6.0% | -14.2% | +20.2% | +7.4% |
| 3Y | +78.9% | +93.5% | -14.6% | +45.6% |
| All | +70.2% | -10.8% | +80.9% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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