+1,117.7%
SCHG vs SBAC
+500.3%
+617.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | -0.9% | +0.2% | -1.0% | -0.9% |
| 30D | -2.3% | +3.9% | -6.1% | -3.5% |
| 3M | +4.5% | -8.2% | +12.7% | +7.0% |
| 6M | +13.6% | -2.8% | +16.4% | +12.5% |
| YTD | +7.6% | -1.5% | +9.1% | +5.7% |
| 1Y | +13.0% | 0.0% | +13.0% | +10.2% |
| 3Y | +87.0% | -8.4% | +95.4% | +80.6% |
| 5Y | +82.9% | -43.5% | +126.4% | +113.1% |
| 10Y | +453.6% | +86.9% | +366.7% | +277.4% |
| All | +1,117.7% | +500.3% | +617.4% | +315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling