+447.8%
SCHG vs RNG
+222.9%
+224.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -1.0% | -6.1% | +5.0% | +0.1% |
| 30D | -1.3% | +9.6% | -10.9% | -3.1% |
| 3M | +5.4% | +83.3% | -77.9% | -7.5% |
| 6M | +14.4% | +77.9% | -63.5% | -0.2% |
| YTD | +8.0% | +139.9% | -131.9% | -13.1% |
| 1Y | +12.7% | +121.7% | -108.9% | -8.2% |
| 3Y | +85.6% | +121.9% | -36.3% | +44.4% |
| 5Y | +85.5% | -68.4% | +153.9% | +101.4% |
| All | +447.8% | +222.9% | +224.9% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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