+268.2%
SCHG vs ESTC
+26.3%
+241.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | 0.0% |
| 7D | -0.1% | -4.3% | +4.2% | +0.8% |
| 30D | -1.5% | +17.7% | -19.2% | -5.9% |
| 3M | +4.4% | +42.3% | -37.9% | -4.9% |
| 6M | +15.7% | +64.6% | -48.8% | +1.0% |
| YTD | +8.3% | +17.2% | -8.9% | +1.5% |
| 1Y | +14.2% | -4.2% | +18.4% | +11.4% |
| 3Y | +88.3% | +13.5% | +74.7% | +63.3% |
| 5Y | +83.5% | -45.5% | +129.0% | +77.3% |
| All | +268.2% | +26.3% | +241.8% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling