+447.8%
SCHG vs RJF
+429.3%
+18.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.0% | -2.7% | +1.7% | +0.1% |
| 30D | -1.3% | -4.3% | +3.0% | +0.4% |
| 3M | +5.4% | +15.7% | -10.3% | -0.9% |
| 6M | +14.4% | +17.8% | -3.4% | +6.4% |
| YTD | +8.0% | +9.2% | -1.1% | +3.2% |
| 1Y | +12.7% | +2.8% | +10.0% | +10.2% |
| 3Y | +85.6% | +69.5% | +16.2% | +45.1% |
| 5Y | +85.5% | +105.9% | -20.4% | +31.9% |
| All | +447.8% | +429.3% | +18.6% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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