+443.2%
SCHG vs FIVE
+483.6%
-40.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -2.2% | +3.0% | -5.2% | -3.1% |
| 3M | +6.2% | +23.2% | -17.0% | +0.6% |
| 6M | +13.4% | +9.2% | +4.2% | +9.6% |
| YTD | +7.1% | +28.1% | -21.0% | -0.5% |
| 1Y | +12.5% | +65.3% | -52.7% | -2.0% |
| 3Y | +86.2% | +49.4% | +36.8% | +55.6% |
| 5Y | +83.9% | +29.5% | +54.4% | +54.4% |
| All | +443.2% | +483.6% | -40.5% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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