+1,117.7%
SCHG vs RVTY
+551.9%
+565.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | +0.3% |
| 7D | -0.9% | -5.4% | +4.5% | +1.3% |
| 30D | -2.3% | +6.7% | -9.0% | -5.0% |
| 3M | +4.5% | +19.0% | -14.5% | -3.4% |
| 6M | +13.6% | +34.6% | -21.1% | -1.2% |
| YTD | +7.6% | +28.3% | -20.7% | -5.2% |
| 1Y | +13.0% | +46.0% | -33.0% | -6.4% |
| 3Y | +87.0% | +16.9% | +70.1% | +61.5% |
| 5Y | +82.9% | -32.9% | +115.8% | +100.6% |
| 10Y | +453.6% | +141.6% | +312.0% | +216.5% |
| All | +1,117.7% | +551.9% | +565.7% | +323.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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