+1,117.7%
SCHG vs EAT
+1,897.8%
-780.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -0.9% | -6.8% | +5.9% | +0.4% |
| 30D | -2.3% | -5.4% | +3.1% | -1.6% |
| 3M | +4.5% | +42.8% | -38.2% | -2.7% |
| 6M | +13.6% | +56.5% | -43.0% | +3.0% |
| YTD | +7.6% | +50.0% | -42.5% | -2.0% |
| 1Y | +13.0% | +38.3% | -25.2% | +3.9% |
| 3Y | +87.0% | +591.6% | -504.7% | +21.7% |
| 5Y | +82.9% | +312.6% | -229.8% | +26.2% |
| 10Y | +453.6% | +381.4% | +72.2% | +231.5% |
| All | +1,117.7% | +1,897.8% | -780.1% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling