+276.7%
SCHG vs REPL
-7.7%
+284.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -0.1% | -5.7% | +5.7% | +0.2% |
| 30D | -1.5% | +22.5% | -24.0% | -2.4% |
| 3M | +4.4% | +64.7% | -60.3% | +0.3% |
| 6M | +15.7% | +83.0% | -67.3% | +6.1% |
| YTD | +8.3% | +52.0% | -43.6% | 0.0% |
| 1Y | +14.2% | +144.5% | -130.3% | 0.0% |
| 3Y | +88.3% | -25.1% | +113.3% | +58.8% |
| 5Y | +83.5% | -52.9% | +136.3% | +57.1% |
| All | +276.7% | -7.7% | +284.4% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded REPL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling