+84.0%
SCHG vs ESI
+73.2%
+10.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.8% |
| 7D | -2.7% | -2.3% | -0.4% | -2.1% |
| 30D | -2.2% | -9.0% | +6.8% | +0.3% |
| 3M | +6.2% | -13.3% | +19.4% | +9.1% |
| 6M | +13.4% | +5.3% | +8.1% | +7.9% |
| YTD | +7.1% | +37.6% | -30.5% | -8.3% |
| 1Y | +12.5% | +33.6% | -21.1% | -3.1% |
| All | +84.0% | +73.2% | +10.8% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling