+83.9%
SCHG vs RBA
+36.6%
+47.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -2.7% | -3.3% | +0.5% | -1.9% |
| 30D | -2.2% | -9.8% | +7.6% | +0.4% |
| 3M | +6.2% | -23.5% | +29.6% | +13.1% |
| 6M | +13.4% | -21.5% | +34.9% | +19.7% |
| YTD | +7.1% | -21.2% | +28.3% | +12.5% |
| 1Y | +12.5% | -30.2% | +42.7% | +22.3% |
| 3Y | +86.2% | +25.3% | +60.9% | +69.7% |
| 5Y | +83.9% | +35.1% | +48.8% | +57.1% |
| All | +83.9% | +36.6% | +47.4% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling