+1,085.5%
SCHG vs RY
+597.5%
+488.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +2.7% | +0.6% | +2.2% | +2.4% |
| 30D | -5.2% | +5.0% | -10.2% | -7.9% |
| 3M | -5.2% | -5.3% | +0.1% | -2.1% |
| 6M | -0.6% | +13.8% | -14.4% | -8.4% |
| YTD | +4.7% | +21.0% | -16.2% | -7.1% |
| 1Y | +6.0% | +40.5% | -34.5% | -14.2% |
| 3Y | +78.9% | +159.7% | -80.7% | -1.1% |
| 5Y | +69.9% | +124.3% | -54.4% | +2.4% |
| 10Y | +433.0% | +351.6% | +81.4% | +110.2% |
| All | +1,085.5% | +597.5% | +488.0% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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