+447.8%
SCHG vs CAPR
-78.4%
+526.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -1.0% | -11.0% | +9.9% | -0.9% |
| 30D | -1.3% | +99.8% | -101.0% | -2.5% |
| 3M | +5.4% | -66.6% | +72.0% | +6.0% |
| 6M | +14.4% | -75.1% | +89.5% | +15.5% |
| YTD | +8.0% | -71.0% | +79.0% | +8.7% |
| 1Y | +12.7% | +30.0% | -17.2% | +7.3% |
| 3Y | +85.6% | +29.0% | +56.6% | +71.6% |
| 5Y | +85.5% | +70.8% | +14.7% | +68.4% |
| All | +447.8% | -78.4% | +526.3% | +377.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling