+117.3%
SCHG vs COMP
-49.7%
+167.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | -2.3% | -13.9% | +11.6% | -0.6% |
| 3M | +4.5% | +30.7% | -26.2% | +0.6% |
| 6M | +13.6% | +18.7% | -5.1% | +9.6% |
| YTD | +7.6% | +1.0% | +6.5% | +5.4% |
| 1Y | +13.0% | +15.1% | -2.0% | +8.4% |
| 3Y | +87.0% | +219.8% | -132.8% | +49.0% |
| 5Y | +82.9% | -28.7% | +111.5% | +60.3% |
| All | +117.3% | -49.7% | +167.0% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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