+863.1%
SCHG vs INDA
+107.4%
+755.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.1% |
| 7D | -2.7% | -3.6% | +0.9% | -0.9% |
| 30D | -2.2% | -4.0% | +1.7% | -0.2% |
| 3M | +6.2% | +1.7% | +4.5% | +5.2% |
| 6M | +13.4% | -3.6% | +17.0% | +15.4% |
| YTD | +7.1% | -11.0% | +18.1% | +13.3% |
| 1Y | +12.5% | -9.5% | +22.0% | +18.0% |
| 3Y | +86.2% | +7.6% | +78.5% | +78.9% |
| 5Y | +83.9% | +4.8% | +79.2% | +79.4% |
| 10Y | +451.3% | +82.3% | +369.0% | +312.3% |
| All | +863.1% | +107.4% | +755.7% | +575.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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