+656.2%
SCHG vs BURL
+1,051.1%
-394.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | -0.7% | -2.8% | +2.1% | -0.1% |
| 30D | +0.2% | -28.2% | +28.4% | +7.4% |
| 3M | +2.2% | -17.6% | +19.8% | +6.1% |
| 6M | +15.0% | -11.8% | +26.8% | +17.0% |
| YTD | +9.2% | -8.1% | +17.3% | +9.9% |
| 1Y | +15.7% | -12.0% | +27.7% | +16.8% |
| 3Y | +87.3% | +63.3% | +24.0% | +60.7% |
| 5Y | +84.5% | -10.8% | +95.3% | +73.6% |
| 10Y | +448.7% | +215.9% | +232.8% | +293.3% |
| All | +656.2% | +1,051.1% | -394.9% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling