+1,126.9%
SCHG vs CBOE
+1,003.5%
+123.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -2.7% | -3.7% | +1.0% | -1.9% |
| 30D | -2.2% | +2.0% | -4.2% | -2.8% |
| 3M | +6.2% | -4.2% | +10.4% | +6.6% |
| 6M | +13.4% | +1.2% | +12.2% | +11.3% |
| YTD | +7.1% | +15.4% | -8.3% | +1.4% |
| 1Y | +12.5% | +23.5% | -11.0% | +4.4% |
| 3Y | +86.2% | +93.2% | -7.0% | +47.7% |
| 5Y | +83.9% | +142.0% | -58.0% | +34.7% |
| 10Y | +451.3% | +379.2% | +72.1% | +218.8% |
| All | +1,126.9% | +1,003.5% | +123.4% | +393.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling