+110.3%
SCHG vs COMP
-53.0%
+163.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +0.3% |
| 7D | -1.3% | +7.2% | -8.5% | -2.2% |
| 30D | -7.9% | +6.4% | -14.3% | -8.9% |
| 3M | -5.4% | -19.4% | +14.0% | -3.3% |
| 6M | -0.6% | +14.6% | -15.2% | -3.3% |
| YTD | +4.1% | -5.5% | +9.6% | +2.5% |
| 1Y | +2.8% | +13.7% | -10.9% | -1.3% |
| 3Y | +77.7% | +409.7% | -332.0% | +32.4% |
| 5Y | +71.3% | -17.0% | +88.3% | +49.1% |
| All | +110.3% | -53.0% | +163.3% | +86.9% |
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