+84.0%
SCHG vs SBAC
-11.3%
+95.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.4% |
| 7D | -2.7% | -5.3% | +2.5% | -2.7% |
| 30D | -2.2% | +0.4% | -2.6% | -2.2% |
| 3M | +6.2% | -11.9% | +18.1% | +6.3% |
| 6M | +13.4% | -4.5% | +17.8% | +13.3% |
| YTD | +7.1% | -4.3% | +11.5% | +7.0% |
| 1Y | +12.5% | -3.9% | +16.4% | +12.5% |
| All | +84.0% | -11.3% | +95.4% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling