+447.8%
SCHG vs SM
+23.0%
+424.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | +4.6% | -5.6% | -1.4% |
| 30D | -1.3% | +18.2% | -19.5% | -2.7% |
| 3M | +5.4% | +22.5% | -17.1% | +3.3% |
| 6M | +14.4% | +50.6% | -36.1% | +9.6% |
| YTD | +8.0% | +108.1% | -100.1% | +0.4% |
| 1Y | +12.7% | +46.0% | -33.3% | +7.8% |
| 3Y | +85.6% | +2.9% | +82.7% | +80.0% |
| 5Y | +85.5% | +112.6% | -27.1% | +67.6% |
| All | +447.8% | +23.0% | +424.8% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling