+1,112.5%
SCHG vs EFV
+205.5%
+907.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -2.7% | -2.0% | -0.7% | -1.2% |
| 30D | -2.2% | -0.2% | -2.0% | -2.1% |
| 3M | +6.2% | +9.1% | -3.0% | -0.7% |
| 6M | +13.4% | +11.7% | +1.7% | +4.1% |
| YTD | +7.1% | +17.0% | -9.9% | -5.3% |
| 1Y | +12.5% | +26.7% | -14.2% | -6.4% |
| 3Y | +86.2% | +90.2% | -4.0% | +13.3% |
| 5Y | +83.9% | +96.1% | -12.2% | +9.5% |
| 10Y | +451.3% | +164.5% | +286.8% | +161.4% |
| All | +1,112.5% | +205.5% | +907.0% | +404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling