+660.0%
SCHG vs SFM
+108.9%
+551.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | -0.2% |
| 7D | -0.9% | -7.2% | +6.3% | 0.0% |
| 30D | -2.3% | -14.3% | +12.0% | -0.6% |
| 3M | +4.5% | -13.7% | +18.2% | +6.0% |
| 6M | +13.6% | -6.0% | +19.6% | +13.5% |
| YTD | +7.6% | -8.2% | +15.8% | +7.6% |
| 1Y | +13.0% | -46.2% | +59.3% | +20.5% |
| 3Y | +87.0% | +83.6% | +3.4% | +68.4% |
| 5Y | +82.9% | +212.7% | -129.9% | +51.4% |
| 10Y | +453.6% | +273.0% | +180.6% | +331.0% |
| All | +660.0% | +108.9% | +551.1% | +538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling