+85.6%
SCHG vs RGEN
+2.2%
+83.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | -1.3% | -0.3% | -0.9% | -1.3% |
| 3M | +5.4% | +23.9% | -18.4% | +1.3% |
| 6M | +14.4% | +38.5% | -24.1% | +7.3% |
| YTD | +8.0% | +0.8% | +7.2% | +6.8% |
| 1Y | +12.7% | +38.2% | -25.5% | +5.2% |
| 3Y | +85.6% | +1.3% | +84.3% | +83.7% |
| All | +85.6% | +2.2% | +83.4% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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