+97.8%
SCHG vs S
-57.8%
+155.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | -0.1% | -5.8% | +5.8% | +1.1% |
| 30D | -1.5% | -9.2% | +7.7% | 0.0% |
| 3M | +4.4% | +23.4% | -19.0% | -0.6% |
| 6M | +15.7% | +36.9% | -21.2% | +7.1% |
| YTD | +8.3% | +29.5% | -21.2% | +1.0% |
| 1Y | +14.2% | +5.4% | +8.8% | +10.5% |
| 3Y | +88.3% | +14.7% | +73.6% | +72.3% |
| 5Y | +83.5% | -71.5% | +155.0% | +92.3% |
| All | +97.8% | -57.8% | +155.5% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling