+1,085.5%
SCHG vs CAPR
-98.4%
+1,183.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | -0.7% |
| 7D | +2.7% | +5.9% | -3.1% | +2.6% |
| 30D | -5.2% | +44.6% | -49.8% | -5.7% |
| 3M | -5.2% | +126.4% | -131.5% | -6.4% |
| 6M | -0.6% | -68.6% | +68.0% | -0.2% |
| YTD | +4.7% | -67.0% | +71.7% | +5.0% |
| 1Y | +6.0% | +65.2% | -59.1% | +1.1% |
| 3Y | +78.9% | +235.6% | -156.6% | +65.5% |
| 5Y | +69.9% | +175.4% | -105.5% | +56.3% |
| 10Y | +433.0% | -65.0% | +497.9% | +373.5% |
| All | +1,085.5% | -98.4% | +1,183.9% | +948.6% |
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