+447.8%
SCHG vs EME
+1,362.1%
-914.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.5% | -0.5% |
| 7D | -1.0% | +3.5% | -4.6% | -2.2% |
| 30D | -1.3% | -6.3% | +5.1% | +0.6% |
| 3M | +5.4% | -3.8% | +9.2% | +5.5% |
| 6M | +14.4% | +8.5% | +5.9% | +9.3% |
| YTD | +8.0% | +27.8% | -19.8% | -3.0% |
| 1Y | +12.7% | +22.2% | -9.5% | +1.5% |
| 3Y | +85.6% | +253.5% | -167.9% | +10.2% |
| 5Y | +85.5% | +578.6% | -493.1% | -14.6% |
| All | +447.8% | +1,362.1% | -914.3% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling