+84.0%
SCHG vs EAT
+585.9%
-501.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.7% | -6.2% | +3.5% | -2.0% |
| 30D | -2.2% | -3.0% | +0.8% | -2.0% |
| 3M | +6.2% | +45.6% | -39.5% | +0.6% |
| 6M | +13.4% | +53.5% | -40.2% | +6.0% |
| YTD | +7.1% | +49.6% | -42.5% | +0.3% |
| 1Y | +12.5% | +38.9% | -26.4% | +6.3% |
| All | +84.0% | +585.9% | -501.9% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling