+85.7%
SCHG vs JAAA
+26.5%
+59.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | -1.3% | +0.5% | -1.8% | -2.2% |
| 3M | +5.4% | +1.3% | +4.2% | +3.0% |
| 6M | +14.4% | +2.8% | +11.6% | +8.9% |
| YTD | +8.0% | +3.3% | +4.8% | +2.0% |
| 1Y | +12.7% | +4.9% | +7.8% | +3.7% |
| 3Y | +85.6% | +19.0% | +66.6% | +58.2% |
| All | +85.7% | +26.5% | +59.2% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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