+447.8%
SCHG vs CBOE
+368.5%
+79.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.3% |
| 7D | -1.0% | -5.8% | +4.8% | +0.2% |
| 30D | -1.3% | -3.1% | +1.9% | -0.7% |
| 3M | +5.4% | -4.8% | +10.2% | +5.9% |
| 6M | +14.4% | -0.6% | +15.0% | +12.9% |
| YTD | +8.0% | +12.8% | -4.8% | +3.1% |
| 1Y | +12.7% | +19.8% | -7.0% | +5.7% |
| 3Y | +85.6% | +86.9% | -1.3% | +48.2% |
| 5Y | +85.5% | +136.5% | -51.0% | +35.2% |
| All | +447.8% | +368.5% | +79.3% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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