+5.9%
SCHG vs ESI
+27.8%
-21.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.0% |
| 7D | -2.5% | -6.6% | +4.0% | -1.4% |
| 30D | -5.4% | -10.9% | +5.5% | -3.7% |
| 3M | -2.2% | -13.8% | +11.7% | 0.0% |
| 6M | +5.2% | -21.5% | +26.7% | +8.2% |
| YTD | +6.8% | +34.7% | -27.9% | -3.6% |
| 1Y | +5.9% | +24.9% | -19.0% | -2.6% |
| All | +5.9% | +27.8% | -21.9% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling