+1,135.8%
SCHG vs RBA
+415.9%
+719.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.7% | -2.9% | +2.2% | +0.1% |
| 30D | +0.2% | -12.3% | +12.5% | +3.8% |
| 3M | +2.2% | -20.5% | +22.8% | +8.2% |
| 6M | +15.0% | -18.5% | +33.6% | +20.7% |
| YTD | +9.2% | -18.2% | +27.4% | +14.0% |
| 1Y | +15.7% | -27.5% | +43.2% | +24.8% |
| 3Y | +87.3% | +38.1% | +49.2% | +65.7% |
| 5Y | +84.5% | +44.8% | +39.7% | +57.2% |
| 10Y | +448.7% | +187.1% | +261.6% | +272.4% |
| All | +1,135.8% | +415.9% | +719.9% | +583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling