+447.8%
SCHG vs RBA
+206.5%
+241.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.3% | -2.9% | +1.7% | -0.5% |
| 3M | +5.4% | -20.9% | +26.4% | +12.1% |
| 6M | +14.4% | -17.7% | +32.1% | +19.9% |
| YTD | +8.0% | -18.2% | +26.2% | +13.0% |
| 1Y | +12.7% | -29.1% | +41.8% | +23.0% |
| 3Y | +85.6% | +29.5% | +56.1% | +65.6% |
| 5Y | +85.5% | +40.2% | +45.3% | +56.8% |
| All | +447.8% | +206.5% | +241.4% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling