+83.9%
SCHG vs REPL
-58.5%
+142.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +7.9% | -0.2% |
| 7D | -2.7% | -13.4% | +10.7% | -2.4% |
| 30D | -2.2% | -3.0% | +0.8% | -2.2% |
| 3M | +6.2% | +56.3% | -50.2% | +3.8% |
| 6M | +13.4% | +60.9% | -47.5% | +8.1% |
| YTD | +7.1% | +36.2% | -29.1% | +2.5% |
| 1Y | +12.5% | +121.0% | -108.5% | +4.2% |
| 3Y | +86.2% | -32.8% | +119.0% | +74.2% |
| 5Y | +83.9% | -58.7% | +142.6% | +71.8% |
| All | +83.9% | -58.5% | +142.4% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling