+606.0%
SCHG vs BURL
+970.5%
-364.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -3.4% | +4.1% | -7.5% | -4.3% |
| 30D | -10.1% | -9.5% | -0.7% | -8.3% |
| 3M | -6.3% | -33.5% | +27.2% | +1.7% |
| 6M | -1.8% | -22.1% | +20.3% | +2.5% |
| YTD | +1.9% | -14.6% | +16.5% | +3.9% |
| 1Y | +2.6% | -8.4% | +11.0% | +2.5% |
| 3Y | +78.4% | +86.6% | -8.1% | +48.3% |
| 5Y | +64.6% | -17.2% | +81.7% | +57.1% |
| 10Y | +436.3% | +256.4% | +179.9% | +278.1% |
| All | +606.0% | +970.5% | -364.5% | +347.9% |
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