+461.3%
SCHG vs RACE
+649.8%
-188.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.3% |
| 7D | +2.7% | -1.2% | +3.9% | +3.2% |
| 30D | -5.2% | +6.1% | -11.3% | -7.5% |
| 3M | -5.2% | -0.3% | -4.9% | -5.3% |
| 6M | -0.6% | +23.4% | -24.0% | -9.4% |
| YTD | +4.7% | +12.5% | -7.8% | -1.8% |
| 1Y | +6.0% | -0.5% | +6.5% | +4.5% |
| 3Y | +78.9% | +23.6% | +55.3% | +53.3% |
| 5Y | +69.9% | +65.4% | +4.5% | +25.3% |
| 10Y | +433.0% | +715.5% | -282.5% | +140.8% |
| All | +461.3% | +649.8% | -188.5% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling