+447.8%
SCHG vs CG
+314.7%
+133.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | -1.0% | -9.9% | +8.8% | +2.8% |
| 30D | -1.3% | -11.7% | +10.4% | +3.1% |
| 3M | +5.4% | -4.3% | +9.7% | +6.5% |
| 6M | +14.4% | -8.8% | +23.2% | +17.1% |
| YTD | +8.0% | -26.9% | +34.9% | +19.3% |
| 1Y | +12.7% | -35.4% | +48.2% | +29.8% |
| 3Y | +85.6% | +43.0% | +42.6% | +49.5% |
| 5Y | +85.5% | +1.9% | +83.6% | +64.5% |
| All | +447.8% | +314.7% | +133.1% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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