+82.9%
SCHG vs FIVE
+35.6%
+47.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.1% |
| 7D | -0.9% | +1.7% | -2.5% | -1.3% |
| 30D | -2.3% | +5.0% | -7.3% | -3.5% |
| 3M | +4.5% | +29.5% | -25.0% | -1.8% |
| 6M | +13.6% | +12.4% | +1.1% | +9.3% |
| YTD | +7.6% | +31.2% | -23.6% | -0.2% |
| 1Y | +13.0% | +72.9% | -59.8% | -2.0% |
| 3Y | +87.0% | +53.0% | +34.0% | +57.9% |
| 5Y | +82.9% | +34.2% | +48.7% | +55.4% |
| All | +82.9% | +35.6% | +47.2% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling