+447.8%
SCHG vs IT
+103.1%
+344.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | -0.8% |
| 7D | -1.0% | -3.7% | +2.6% | 0.0% |
| 30D | -1.3% | +0.1% | -1.3% | -1.7% |
| 3M | +5.4% | +20.7% | -15.2% | -3.1% |
| 6M | +14.4% | +12.0% | +2.4% | +6.5% |
| YTD | +8.0% | -28.8% | +36.8% | +17.0% |
| 1Y | +12.7% | -25.5% | +38.2% | +19.0% |
| 3Y | +85.6% | -48.8% | +134.4% | +119.5% |
| 5Y | +85.5% | -42.7% | +128.3% | +106.1% |
| All | +447.8% | +103.1% | +344.7% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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