+1,126.0%
SCHG vs COO
+612.2%
+513.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.2% |
| 7D | -0.1% | -2.3% | +2.2% | +0.8% |
| 30D | -1.5% | -8.8% | +7.3% | +1.9% |
| 3M | +4.4% | +1.3% | +3.0% | +3.4% |
| 6M | +15.7% | -11.6% | +27.3% | +20.2% |
| YTD | +8.3% | -17.4% | +25.7% | +15.4% |
| 1Y | +14.2% | -1.6% | +15.8% | +13.0% |
| 3Y | +88.3% | -22.6% | +110.9% | +97.0% |
| 5Y | +83.5% | -40.3% | +123.8% | +110.6% |
| 10Y | +444.2% | +45.2% | +399.0% | +341.1% |
| All | +1,126.0% | +612.2% | +513.8% | +448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling