+83.9%
SCHG vs S
-70.4%
+154.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -2.2% | -11.8% | +9.6% | -0.1% |
| 3M | +6.2% | +33.9% | -27.8% | -0.8% |
| 6M | +13.4% | +40.1% | -26.7% | +4.1% |
| YTD | +7.1% | +32.1% | -25.0% | -0.8% |
| 1Y | +12.5% | +11.0% | +1.5% | +7.5% |
| 3Y | +86.2% | +16.9% | +69.2% | +68.8% |
| 5Y | +83.9% | -68.9% | +152.9% | +95.7% |
| All | +83.9% | -70.4% | +154.4% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling