+1,122.9%
SCHG vs ET
+821.6%
+301.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.0% | +0.2% | -1.3% | -1.1% |
| 30D | -1.3% | +2.9% | -4.1% | -1.8% |
| 3M | +5.4% | +16.8% | -11.4% | +2.4% |
| 6M | +14.4% | +18.9% | -4.5% | +10.6% |
| YTD | +8.0% | +37.7% | -29.7% | +1.5% |
| 1Y | +12.7% | +32.4% | -19.7% | +6.7% |
| 3Y | +85.6% | +99.5% | -13.9% | +63.0% |
| 5Y | +85.5% | +244.0% | -158.4% | +48.0% |
| 10Y | +456.0% | +172.1% | +283.9% | +335.2% |
| All | +1,122.9% | +821.6% | +301.3% | +421.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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