+85.7%
SCHG vs SBAC
-43.5%
+129.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.5% |
| 7D | -1.0% | -2.1% | +1.1% | -0.7% |
| 30D | -1.3% | +2.0% | -3.3% | -1.6% |
| 3M | +5.4% | -8.3% | +13.7% | +6.9% |
| 6M | +14.4% | +0.3% | +14.1% | +13.2% |
| YTD | +8.0% | -2.2% | +10.2% | +7.3% |
| 1Y | +12.7% | -4.6% | +17.4% | +12.5% |
| 3Y | +85.6% | -8.3% | +93.9% | +80.8% |
| All | +85.7% | -43.5% | +129.2% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling