+827.4%
SCHG vs FIVE
+846.9%
-19.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +2.7% | +2.7% | +0.1% | +2.2% |
| 30D | -5.2% | +12.7% | -17.8% | -7.5% |
| 3M | -5.2% | +2.1% | -7.2% | -5.9% |
| 6M | -0.6% | +17.5% | -18.1% | -4.8% |
| YTD | +4.7% | +31.0% | -26.2% | -2.5% |
| 1Y | +6.0% | +67.7% | -61.7% | -6.4% |
| 3Y | +78.9% | +43.4% | +35.5% | +54.0% |
| 5Y | +69.9% | +18.1% | +51.8% | +48.2% |
| 10Y | +433.0% | +508.8% | -75.8% | +239.6% |
| All | +827.4% | +846.9% | -19.5% | +443.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling