+1,122.9%
SCHG vs QID
-99.9%
+1,222.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | 0.0% |
| 7D | -1.0% | +1.3% | -2.3% | -0.4% |
| 30D | -1.3% | +2.9% | -4.2% | +0.2% |
| 3M | +5.4% | -0.7% | +6.2% | +6.4% |
| 6M | +14.4% | -29.7% | +44.1% | -0.3% |
| YTD | +8.0% | -27.9% | +35.9% | -4.1% |
| 1Y | +12.7% | -34.6% | +47.3% | -3.3% |
| 3Y | +85.6% | -73.5% | +159.1% | +18.0% |
| 5Y | +85.5% | -81.0% | +166.5% | +22.7% |
| 10Y | +456.0% | -99.2% | +555.2% | +23.8% |
| All | +1,122.9% | -99.9% | +1,222.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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