+84.8%
SCHG vs REPL
-27.0%
+111.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.7% |
| 7D | -0.9% | -9.6% | +8.7% | -0.8% |
| 30D | -2.3% | +5.7% | -8.0% | -2.4% |
| 3M | +4.5% | +56.4% | -51.9% | +3.7% |
| 6M | +13.6% | +67.4% | -53.9% | +11.6% |
| YTD | +7.6% | +48.7% | -41.1% | +5.8% |
| 1Y | +13.0% | +148.3% | -135.2% | +10.1% |
| All | +84.8% | -27.0% | +111.8% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling