+1,122.9%
SCHG vs NTRS
+454.3%
+668.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -1.0% | +1.4% | -2.4% | -1.6% |
| 30D | -1.3% | -0.7% | -0.6% | -1.0% |
| 3M | +5.4% | +11.3% | -5.9% | +0.5% |
| 6M | +14.4% | +35.5% | -21.1% | -0.2% |
| YTD | +8.0% | +40.6% | -32.6% | -7.6% |
| 1Y | +12.7% | +49.2% | -36.5% | -6.2% |
| 3Y | +85.6% | +167.2% | -81.6% | +17.2% |
| 5Y | +85.5% | +94.9% | -9.4% | +31.2% |
| 10Y | +456.0% | +259.5% | +196.5% | +170.1% |
| All | +1,122.9% | +454.3% | +668.6% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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