+157.3%
SCHG vs EOSE
-60.6%
+217.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | -1.0% | +1.8% | -2.8% | -1.2% |
| 30D | -1.3% | -6.8% | +5.6% | -1.1% |
| 3M | +5.4% | -36.3% | +41.7% | +7.4% |
| 6M | +14.4% | -38.8% | +53.2% | +15.8% |
| YTD | +8.0% | -65.5% | +73.6% | +11.7% |
| 1Y | +12.7% | -45.3% | +58.0% | +12.2% |
| 3Y | +85.6% | +44.2% | +41.4% | +64.4% |
| 5Y | +85.5% | -69.5% | +155.0% | +58.0% |
| All | +157.3% | -60.6% | +217.9% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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