+97.3%
SCHG vs S
-57.1%
+154.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.0% | -0.7% | -0.4% | -0.9% |
| 30D | -1.3% | -11.4% | +10.2% | +0.8% |
| 3M | +5.4% | +33.8% | -28.4% | -1.2% |
| 6M | +14.4% | +39.5% | -25.1% | +5.5% |
| YTD | +8.0% | +31.7% | -23.6% | +0.4% |
| 1Y | +12.7% | +7.0% | +5.7% | +8.7% |
| 3Y | +85.6% | +11.8% | +73.8% | +70.7% |
| 5Y | +85.5% | -69.0% | +154.5% | +93.2% |
| All | +97.3% | -57.1% | +154.3% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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