+84.8%
SCHG vs RACE
+38.2%
+46.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -0.9% | -2.6% | +1.8% | -0.2% |
| 30D | -2.3% | -1.1% | -1.2% | -2.1% |
| 3M | +4.5% | +12.5% | -8.0% | +1.3% |
| 6M | +13.6% | +17.4% | -3.9% | +8.6% |
| YTD | +7.6% | +10.1% | -2.6% | +4.2% |
| 1Y | +13.0% | -15.1% | +28.2% | +16.7% |
| All | +84.8% | +38.2% | +46.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling