+1,126.0%
SCHG vs CAPR
-98.5%
+1,224.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.7% |
| 7D | -0.1% | -9.5% | +9.4% | +0.1% |
| 30D | -1.5% | +121.5% | -123.0% | -2.7% |
| 3M | +4.4% | -65.4% | +69.8% | +4.9% |
| 6M | +15.7% | -67.5% | +83.2% | +16.3% |
| YTD | +8.3% | -68.6% | +76.9% | +8.8% |
| 1Y | +14.2% | +42.7% | -28.5% | +9.3% |
| 3Y | +88.3% | +43.4% | +44.9% | +76.5% |
| 5Y | +83.5% | +86.0% | -2.6% | +69.8% |
| 10Y | +444.2% | -77.4% | +521.6% | +385.8% |
| All | +1,126.0% | -98.5% | +1,224.5% | +986.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling