+447.8%
SCHG vs M
-3.0%
+450.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -0.2% |
| 7D | -1.0% | -4.2% | +3.2% | -0.5% |
| 30D | -1.3% | -7.2% | +5.9% | -0.3% |
| 3M | +5.4% | -11.1% | +16.6% | +6.9% |
| 6M | +14.4% | +28.8% | -14.4% | +9.8% |
| YTD | +8.0% | +2.0% | +6.0% | +6.8% |
| 1Y | +12.7% | +31.3% | -18.5% | +7.2% |
| 3Y | +85.6% | +119.1% | -33.5% | +59.0% |
| 5Y | +85.5% | +29.7% | +55.9% | +66.5% |
| All | +447.8% | -3.0% | +450.8% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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