+85.6%
SCHG vs IT
-49.4%
+135.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.1% |
| 7D | -1.0% | -3.7% | +2.6% | -0.5% |
| 30D | -1.3% | +0.1% | -1.3% | -1.4% |
| 3M | +5.4% | +20.7% | -15.2% | +1.4% |
| 6M | +14.4% | +12.0% | +2.4% | +11.0% |
| YTD | +8.0% | -28.8% | +36.8% | +15.6% |
| 1Y | +12.7% | -25.5% | +38.2% | +18.6% |
| 3Y | +85.6% | -48.8% | +134.4% | +131.9% |
| All | +85.6% | -49.4% | +135.0% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling