+85.7%
SCHG vs SITM
+187.3%
-101.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | -0.1% |
| 7D | -1.0% | +3.9% | -4.9% | -1.7% |
| 30D | -1.3% | -6.6% | +5.3% | -0.5% |
| 3M | +5.4% | -11.9% | +17.3% | +5.7% |
| 6M | +14.4% | +81.1% | -66.7% | -1.6% |
| YTD | +8.0% | +80.0% | -71.9% | -8.2% |
| 1Y | +12.7% | +145.8% | -133.1% | -11.5% |
| 3Y | +85.6% | +475.9% | -390.3% | +11.2% |
| All | +85.7% | +187.3% | -101.5% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling