+85.7%
SCHG vs SAN
+385.2%
-299.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.2% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.3% | +0.9% | -2.2% | -1.6% |
| 3M | +5.4% | +19.1% | -13.7% | -0.3% |
| 6M | +14.4% | +33.2% | -18.8% | +4.1% |
| YTD | +8.0% | +29.1% | -21.1% | -1.3% |
| 1Y | +12.7% | +50.2% | -37.5% | -1.9% |
| 3Y | +85.6% | +351.0% | -265.4% | +11.9% |
| All | +85.7% | +385.2% | -299.4% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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