+222.2%
SCHG vs SITM
+4,532.8%
-4,310.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | -2.7% | +4.8% | -7.6% | -3.5% |
| 30D | -2.2% | -9.7% | +7.5% | -0.9% |
| 3M | +6.2% | -9.3% | +15.5% | +5.8% |
| 6M | +13.4% | +69.5% | -56.1% | -0.3% |
| YTD | +7.1% | +70.5% | -63.4% | -6.9% |
| 1Y | +12.5% | +145.3% | -132.7% | -9.8% |
| 3Y | +86.2% | +432.8% | -346.6% | +20.0% |
| 5Y | +83.9% | +174.0% | -90.1% | +22.3% |
| All | +222.2% | +4,532.8% | -4,310.6% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling