+1,126.0%
SCHG vs RL
+452.9%
+673.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -0.1% | +1.9% | -1.9% | -0.6% |
| 30D | -1.5% | -12.2% | +10.7% | +2.1% |
| 3M | +4.4% | -6.6% | +11.0% | +6.0% |
| 6M | +15.7% | +3.2% | +12.6% | +13.5% |
| YTD | +8.3% | -1.3% | +9.6% | +7.3% |
| 1Y | +14.2% | +13.6% | +0.6% | +8.5% |
| 3Y | +88.3% | +210.9% | -122.6% | +31.7% |
| 5Y | +83.5% | +246.9% | -163.4% | +21.8% |
| 10Y | +444.2% | +310.1% | +134.1% | +216.7% |
| All | +1,126.0% | +452.9% | +673.1% | +458.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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