+5.9%
SCHG vs CAPR
+47.4%
-41.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | +1.3% |
| 7D | -2.5% | +43.2% | -45.7% | -2.5% |
| 30D | -5.4% | +14.7% | -20.1% | -5.5% |
| 3M | -2.2% | +113.9% | -116.1% | -2.2% |
| 6M | +5.2% | -73.4% | +78.5% | +5.3% |
| YTD | +6.8% | -69.1% | +75.9% | +6.9% |
| 1Y | +5.9% | +47.2% | -41.3% | +5.9% |
| All | +5.9% | +47.4% | -41.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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