+434.6%
SCHG vs ES
+98.2%
+336.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +2.7% | +2.7% | 0.0% | +2.0% |
| 30D | -5.2% | +7.6% | -12.8% | -7.1% |
| 3M | -5.2% | +0.5% | -5.7% | -5.5% |
| 6M | -0.6% | +7.6% | -8.2% | -3.0% |
| YTD | +4.7% | +10.2% | -5.5% | +1.1% |
| 1Y | +6.0% | +1.8% | +4.2% | +4.3% |
| 3Y | +78.9% | +55.4% | +23.5% | +49.9% |
| 5Y | +69.9% | +7.3% | +62.6% | +61.3% |
| All | +434.6% | +98.2% | +336.4% | +365.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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