+5.9%
SCHG vs SFM
-35.8%
+41.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.4% | +1.3% |
| 7D | -2.5% | -12.3% | +9.7% | -2.5% |
| 30D | -5.4% | -16.2% | +10.8% | -5.6% |
| 3M | -2.2% | -36.8% | +34.6% | -2.8% |
| 6M | +5.2% | -32.6% | +37.8% | +4.6% |
| YTD | +6.8% | -31.7% | +38.5% | +6.8% |
| 1Y | +5.9% | -35.0% | +40.9% | +6.2% |
| All | +5.9% | -35.8% | +41.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling