+1,126.0%
SCHG vs SAN
+120.7%
+1,005.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.1% | +3.3% | -3.4% | -1.0% |
| 30D | -1.5% | +1.1% | -2.6% | -1.8% |
| 3M | +4.4% | +22.2% | -17.8% | -1.6% |
| 6M | +15.7% | +36.0% | -20.3% | +5.5% |
| YTD | +8.3% | +28.2% | -19.9% | 0.0% |
| 1Y | +14.2% | +54.1% | -39.9% | 0.0% |
| 3Y | +88.3% | +354.2% | -266.0% | +19.3% |
| 5Y | +83.5% | +387.3% | -303.8% | +11.0% |
| 10Y | +444.2% | +334.8% | +109.4% | +217.3% |
| All | +1,126.0% | +120.7% | +1,005.4% | +685.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling