+267.2%
SCHG vs ESTC
+19.1%
+248.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.0% | -9.2% | +8.1% | +1.1% |
| 30D | -1.3% | +8.1% | -9.3% | -3.9% |
| 3M | +5.4% | +38.5% | -33.0% | -3.4% |
| 6M | +14.4% | +57.8% | -43.4% | +0.8% |
| YTD | +8.0% | +10.5% | -2.5% | +2.6% |
| 1Y | +12.7% | -6.4% | +19.1% | +10.4% |
| 3Y | +85.6% | +4.7% | +81.0% | +64.1% |
| 5Y | +85.5% | -47.8% | +133.3% | +80.8% |
| All | +267.2% | +19.1% | +248.1% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling