+1,126.0%
SCHG vs M
+134.0%
+992.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | -0.1% | +2.4% | -2.4% | -0.5% |
| 30D | -1.5% | -11.6% | +10.1% | +0.5% |
| 3M | +4.4% | +1.6% | +2.8% | +3.7% |
| 6M | +15.7% | +25.2% | -9.5% | +10.8% |
| YTD | +8.3% | +3.8% | +4.6% | +6.6% |
| 1Y | +14.2% | +36.3% | -22.1% | +7.0% |
| 3Y | +88.3% | +116.3% | -28.1% | +56.7% |
| 5Y | +83.5% | +28.2% | +55.3% | +60.3% |
| 10Y | +444.2% | -3.4% | +447.6% | +343.6% |
| All | +1,126.0% | +134.0% | +992.0% | +601.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling