+1,112.5%
SCHG vs CHD
+687.2%
+425.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -2.7% | -4.7% | +2.0% | -1.3% |
| 30D | -2.2% | -8.3% | +6.1% | +0.3% |
| 3M | +6.2% | -4.0% | +10.2% | +7.2% |
| 6M | +13.4% | -6.5% | +19.9% | +15.2% |
| YTD | +7.1% | +13.1% | -6.0% | +2.1% |
| 1Y | +12.5% | +2.3% | +10.2% | +10.4% |
| 3Y | +86.2% | +1.8% | +84.4% | +78.8% |
| 5Y | +83.9% | +20.6% | +63.4% | +61.9% |
| 10Y | +451.3% | +125.6% | +325.7% | +256.5% |
| All | +1,112.5% | +687.2% | +425.3% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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