+447.8%
SCHG vs COO
+17.0%
+430.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -1.0% | -22.5% | +21.5% | +8.6% |
| 30D | -1.3% | -29.7% | +28.5% | +12.6% |
| 3M | +5.4% | -20.1% | +25.6% | +13.8% |
| 6M | +14.4% | -26.9% | +41.3% | +27.5% |
| YTD | +8.0% | -34.2% | +42.3% | +25.6% |
| 1Y | +12.7% | -21.3% | +34.0% | +20.6% |
| 3Y | +85.6% | -38.7% | +124.3% | +111.3% |
| 5Y | +85.5% | -52.2% | +137.7% | +133.8% |
| All | +447.8% | +17.0% | +430.8% | +387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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