+85.7%
SCHG vs ESI
+67.8%
+17.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.0% | -4.6% | +3.6% | +0.7% |
| 30D | -1.3% | -10.5% | +9.2% | +2.7% |
| 3M | +5.4% | -19.8% | +25.3% | +13.0% |
| 6M | +14.4% | +5.8% | +8.6% | +7.6% |
| YTD | +8.0% | +38.3% | -30.3% | -10.7% |
| 1Y | +12.7% | +31.5% | -18.8% | -5.3% |
| 3Y | +85.6% | +80.7% | +4.9% | +27.8% |
| All | +85.7% | +67.8% | +17.9% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling