+78.9%
SCHG vs CAPR
+239.1%
-160.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | -0.7% |
| 7D | +2.7% | +5.9% | -3.1% | +2.7% |
| 30D | -5.2% | +44.6% | -49.8% | -5.4% |
| 3M | -5.2% | +126.4% | -131.5% | -5.7% |
| 6M | -0.6% | -68.6% | +68.0% | -0.4% |
| YTD | +4.7% | -67.0% | +71.7% | +4.9% |
| 1Y | +6.0% | +65.2% | -59.1% | +3.9% |
| 3Y | +78.9% | +235.6% | -156.6% | +68.2% |
| All | +78.9% | +239.1% | -160.2% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling