+625.1%
SCHG vs ESI
+226.4%
+398.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -0.1% | +5.4% | -5.4% | -1.4% |
| 30D | -1.5% | -4.2% | +2.7% | -0.5% |
| 3M | +4.4% | -9.6% | +14.0% | +6.2% |
| 6M | +15.7% | +18.3% | -2.6% | +8.7% |
| YTD | +8.3% | +45.8% | -37.5% | -4.3% |
| 1Y | +14.2% | +39.2% | -24.9% | +1.9% |
| 3Y | +88.3% | +86.3% | +2.0% | +53.4% |
| 5Y | +83.5% | +76.2% | +7.2% | +50.4% |
| 10Y | +444.2% | +306.8% | +137.4% | +258.8% |
| All | +625.1% | +226.4% | +398.6% | +410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling