+1,122.9%
SCHG vs SIRI
+513.1%
+609.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.7% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -1.3% | +2.5% | -3.8% | -1.9% |
| 3M | +5.4% | +6.6% | -1.2% | +3.6% |
| 6M | +14.4% | +32.9% | -18.5% | +6.8% |
| YTD | +8.0% | +50.5% | -42.4% | -2.3% |
| 1Y | +12.7% | +28.0% | -15.2% | +5.3% |
| 3Y | +85.6% | -22.4% | +108.0% | +84.3% |
| 5Y | +85.5% | -41.3% | +126.8% | +88.2% |
| 10Y | +456.0% | -10.4% | +466.4% | +395.8% |
| All | +1,122.9% | +513.1% | +609.8% | +710.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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