+447.8%
SCHG vs RUN
+42.2%
+405.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.0% | -3.7% | +2.7% | -0.6% |
| 30D | -1.3% | -13.0% | +11.7% | +0.2% |
| 3M | +5.4% | -31.8% | +37.2% | +9.5% |
| 6M | +14.4% | -32.2% | +46.6% | +18.2% |
| YTD | +8.0% | -53.5% | +61.5% | +14.6% |
| 1Y | +12.7% | -46.5% | +59.3% | +16.7% |
| 3Y | +85.6% | -37.6% | +123.2% | +62.1% |
| 5Y | +85.5% | -80.9% | +166.4% | +79.8% |
| All | +447.8% | +42.2% | +405.6% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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