+1,117.7%
SCHG vs MTB
+467.8%
+649.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.9% | +1.1% | -1.9% | -1.2% |
| 30D | -2.3% | -4.6% | +2.3% | -0.8% |
| 3M | +4.5% | +6.3% | -1.7% | +2.3% |
| 6M | +13.6% | +15.6% | -2.0% | +7.9% |
| YTD | +7.6% | +20.6% | -13.0% | +0.6% |
| 1Y | +13.0% | +22.5% | -9.5% | +4.9% |
| 3Y | +87.0% | +114.4% | -27.4% | +41.6% |
| 5Y | +82.9% | +101.9% | -19.0% | +37.3% |
| 10Y | +453.6% | +170.4% | +283.2% | +231.7% |
| All | +1,117.7% | +467.8% | +649.9% | +417.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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