+2.8%
SCHG vs COMP
+16.2%
-13.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +0.2% |
| 7D | -1.3% | +7.2% | -8.5% | -2.1% |
| 30D | -7.9% | +6.4% | -14.3% | -8.7% |
| 3M | -5.4% | -19.4% | +14.0% | -3.4% |
| 6M | -0.6% | +14.6% | -15.2% | -3.0% |
| YTD | +4.1% | -5.5% | +9.6% | +2.0% |
| 1Y | +2.8% | +13.7% | -10.9% | -1.7% |
| All | +2.8% | +16.2% | -13.4% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling