+1,112.5%
SCHG vs RGEN
+3,849.2%
-2,736.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.7% | -2.9% | +0.2% | -2.2% |
| 30D | -2.2% | -0.1% | -2.2% | -2.3% |
| 3M | +6.2% | +25.9% | -19.8% | +1.5% |
| 6M | +13.4% | +35.2% | -21.9% | +6.6% |
| YTD | +7.1% | +0.5% | +6.6% | +5.8% |
| 1Y | +12.5% | +37.0% | -24.4% | +4.9% |
| 3Y | +86.2% | +2.0% | +84.2% | +76.2% |
| 5Y | +83.9% | -44.2% | +128.1% | +85.3% |
| 10Y | +451.3% | +411.6% | +39.7% | +308.9% |
| All | +1,112.5% | +3,849.2% | -2,736.7% | +569.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling