+82.9%
SCHG vs RACE
+87.3%
-4.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -0.9% | -2.6% | +1.8% | +0.2% |
| 30D | -2.3% | -1.1% | -1.2% | -2.0% |
| 3M | +4.5% | +12.5% | -8.0% | -0.9% |
| 6M | +13.6% | +17.4% | -3.9% | +5.2% |
| YTD | +7.6% | +10.1% | -2.6% | +1.8% |
| 1Y | +13.0% | -15.1% | +28.2% | +18.9% |
| 3Y | +87.0% | +38.9% | +48.1% | +39.2% |
| 5Y | +82.9% | +90.7% | -7.8% | +8.0% |
| All | +82.9% | +87.3% | -4.4% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling