+5.9%
SCHG vs SITM
+47.5%
-41.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.4% | +10.6% | +1.9% |
| 7D | -2.5% | -19.5% | +17.0% | -1.1% |
| 30D | -5.4% | -43.2% | +37.8% | -2.0% |
| 3M | -2.2% | -30.8% | +28.7% | -0.3% |
| 6M | +5.2% | -28.6% | +33.8% | +6.0% |
| YTD | +6.8% | +14.2% | -7.4% | +3.6% |
| 1Y | +5.9% | +44.4% | -38.5% | +2.1% |
| All | +5.9% | +47.5% | -41.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling