+83.5%
SCHG vs COMP
-32.0%
+115.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.4% |
| 7D | -0.1% | +4.1% | -4.1% | -0.6% |
| 30D | -1.5% | -14.5% | +13.1% | +0.4% |
| 3M | +4.4% | +41.8% | -37.4% | -0.7% |
| 6M | +15.7% | +23.6% | -7.8% | +11.0% |
| YTD | +8.3% | +1.7% | +6.6% | +6.0% |
| 1Y | +14.2% | +12.6% | +1.7% | +9.7% |
| 3Y | +88.3% | +221.9% | -133.6% | +48.9% |
| 5Y | +83.5% | -28.1% | +111.6% | +67.0% |
| All | +83.5% | -32.0% | +115.5% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling