+70.2%
SCHG vs ES
+6.6%
+63.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +2.7% | +2.7% | 0.0% | +2.4% |
| 30D | -5.2% | +7.6% | -12.8% | -6.2% |
| 3M | -5.2% | +0.5% | -5.7% | -5.3% |
| 6M | -0.6% | +7.6% | -8.2% | -1.9% |
| YTD | +4.7% | +10.2% | -5.5% | +2.7% |
| 1Y | +6.0% | +1.8% | +4.2% | +5.1% |
| 3Y | +78.9% | +55.4% | +23.5% | +57.0% |
| All | +70.2% | +6.6% | +63.6% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling