+447.8%
SCHG vs RRX
+228.4%
+219.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -0.3% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -1.3% | -6.1% | +4.9% | +0.6% |
| 3M | +5.4% | -23.1% | +28.5% | +12.8% |
| 6M | +14.4% | -19.5% | +33.9% | +18.9% |
| YTD | +8.0% | +16.1% | -8.0% | -2.3% |
| 1Y | +12.7% | +12.9% | -0.2% | +2.2% |
| 3Y | +85.6% | +7.9% | +77.7% | +61.7% |
| 5Y | +85.5% | +19.1% | +66.4% | +51.0% |
| All | +447.8% | +228.4% | +219.4% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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