+85.7%
SCHG vs EFV
+95.9%
-10.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.4% |
| 30D | -1.3% | +0.6% | -1.9% | -1.8% |
| 3M | +5.4% | +7.5% | -2.1% | -0.9% |
| 6M | +14.4% | +13.0% | +1.4% | +2.8% |
| YTD | +8.0% | +18.3% | -10.3% | -7.0% |
| 1Y | +12.7% | +26.7% | -14.0% | -8.7% |
| 3Y | +85.6% | +89.6% | -4.0% | +3.4% |
| All | +85.7% | +95.9% | -10.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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