+85.6%
SCHG vs SGI
+51.7%
+33.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -1.0% | -4.5% | +3.4% | 0.0% |
| 30D | -1.3% | +4.2% | -5.4% | -2.3% |
| 3M | +5.4% | -7.4% | +12.9% | +6.9% |
| 6M | +14.4% | -15.1% | +29.5% | +17.6% |
| YTD | +8.0% | -24.7% | +32.7% | +13.8% |
| 1Y | +12.7% | -21.8% | +34.5% | +17.3% |
| 3Y | +85.6% | +50.0% | +35.6% | +66.9% |
| All | +85.6% | +51.7% | +33.9% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling