+85.7%
SCHG vs RNG
-68.4%
+154.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -1.0% | -6.1% | +5.0% | 0.0% |
| 30D | -1.3% | +9.6% | -10.9% | -3.0% |
| 3M | +5.4% | +83.3% | -77.9% | -6.5% |
| 6M | +14.4% | +77.9% | -63.5% | +0.9% |
| YTD | +8.0% | +139.9% | -131.9% | -11.9% |
| 1Y | +12.7% | +121.7% | -108.9% | -6.9% |
| 3Y | +85.6% | +121.9% | -36.3% | +46.4% |
| All | +85.7% | -68.4% | +154.1% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling