+450.8%
SCHG vs RUN
-34.5%
+485.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | -1.0% | -3.7% | +2.7% | -0.7% |
| 30D | -1.3% | -13.0% | +11.7% | +0.1% |
| 3M | +5.4% | -31.8% | +37.2% | +9.2% |
| 6M | +14.4% | -32.2% | +46.6% | +17.9% |
| YTD | +8.0% | -53.5% | +61.5% | +14.2% |
| 1Y | +12.7% | -46.5% | +59.3% | +16.5% |
| 3Y | +85.6% | -37.6% | +123.2% | +64.7% |
| 5Y | +85.5% | -80.9% | +166.4% | +80.0% |
| 10Y | +456.0% | +41.3% | +414.8% | +308.7% |
| All | +450.8% | -34.5% | +485.3% | +312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling