+85.7%
SCHG vs RJF
+104.0%
-18.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +5.4% | +15.7% | -10.3% | -1.3% |
| 6M | +14.4% | +17.8% | -3.4% | +5.9% |
| YTD | +8.0% | +9.2% | -1.1% | +2.8% |
| 1Y | +12.7% | +2.8% | +10.0% | +10.0% |
| 3Y | +85.6% | +69.5% | +16.2% | +40.8% |
| All | +85.7% | +104.0% | -18.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling