+84.2%
SCHG vs SFM
+211.2%
-127.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -2.7% | -8.8% | +6.0% | -1.8% |
| 30D | -2.2% | -14.5% | +12.2% | -0.6% |
| 3M | +6.2% | -16.8% | +23.0% | +8.1% |
| 6M | +13.4% | -5.3% | +18.7% | +13.1% |
| YTD | +7.1% | -9.4% | +16.5% | +7.2% |
| 1Y | +12.5% | -46.2% | +58.7% | +20.8% |
| 3Y | +86.2% | +81.3% | +4.9% | +66.8% |
| All | +84.2% | +211.2% | -127.0% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling