+485.1%
SCHG vs RACE
+647.6%
-162.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | -0.7% | -2.5% | +1.8% | +0.3% |
| 30D | +0.2% | +0.8% | -0.5% | -0.2% |
| 3M | +2.2% | +17.2% | -14.9% | -4.5% |
| 6M | +15.0% | +13.6% | +1.4% | +8.3% |
| YTD | +9.2% | +12.2% | -3.0% | +2.6% |
| 1Y | +15.7% | -16.3% | +32.0% | +21.5% |
| 3Y | +87.3% | +36.4% | +50.8% | +53.4% |
| 5Y | +84.5% | +95.0% | -10.5% | +27.6% |
| 10Y | +448.7% | +813.2% | -364.5% | +141.8% |
| All | +485.1% | +647.6% | -162.5% | +151.6% |
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