+1,122.9%
SCHG vs MKTX
+1,284.0%
-161.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -1.3% | +0.7% | -2.0% | -1.4% |
| 3M | +5.4% | +40.8% | -35.4% | -4.1% |
| 6M | +14.4% | -8.0% | +22.4% | +15.4% |
| YTD | +8.0% | -8.7% | +16.8% | +8.9% |
| 1Y | +12.7% | -11.8% | +24.6% | +14.3% |
| 3Y | +85.6% | -24.0% | +109.6% | +88.4% |
| 5Y | +85.5% | -60.3% | +145.8% | +121.0% |
| 10Y | +456.0% | +5.0% | +451.0% | +391.8% |
| All | +1,122.9% | +1,284.0% | -161.0% | +387.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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