+1,122.9%
SCHG vs RJF
+1,283.2%
-160.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 6M | +14.4% | +17.8% | -3.4% | +6.2% |
| YTD | +8.0% | +9.2% | -1.1% | +3.1% |
| 1Y | +12.7% | +2.8% | +10.0% | +10.0% |
| 3Y | +85.6% | +69.5% | +16.2% | +44.0% |
| 5Y | +85.5% | +105.9% | -20.4% | +30.3% |
| 10Y | +456.0% | +424.9% | +31.2% | +141.6% |
| All | +1,122.9% | +1,283.2% | -160.3% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling