+1,112.5%
SCHG vs SGI
+1,068.3%
+44.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.2% |
| 7D | -2.7% | -4.9% | +2.2% | -1.7% |
| 30D | -2.2% | +1.6% | -3.8% | -2.6% |
| 3M | +6.2% | -3.2% | +9.3% | +6.5% |
| 6M | +13.4% | -16.0% | +29.4% | +16.5% |
| YTD | +7.1% | -25.4% | +32.5% | +12.4% |
| 1Y | +12.5% | -21.6% | +34.1% | +16.5% |
| 3Y | +86.2% | +52.9% | +33.3% | +65.8% |
| 5Y | +83.9% | +47.5% | +36.4% | +60.3% |
| 10Y | +451.3% | +263.5% | +187.8% | +271.5% |
| All | +1,112.5% | +1,068.3% | +44.2% | +462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling