+275.7%
SCHG vs REPL
-19.2%
+295.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | -1.0% | -14.1% | +13.1% | -0.5% |
| 30D | -1.3% | -15.2% | +14.0% | -0.7% |
| 3M | +5.4% | +49.9% | -44.4% | +1.7% |
| 6M | +14.4% | +63.5% | -49.1% | +5.3% |
| YTD | +8.0% | +32.9% | -24.9% | +0.3% |
| 1Y | +12.7% | +115.0% | -102.2% | -0.9% |
| 3Y | +85.6% | -34.7% | +120.3% | +57.4% |
| 5Y | +85.5% | -59.7% | +145.2% | +60.1% |
| All | +275.7% | -19.2% | +295.0% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling