+84.0%
SCHG vs SM
-0.7%
+84.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -2.7% | +2.1% | -4.9% | -2.9% |
| 30D | -2.2% | +18.1% | -20.3% | -3.8% |
| 3M | +6.2% | +17.0% | -10.8% | +4.3% |
| 6M | +13.4% | +55.4% | -42.1% | +6.2% |
| YTD | +7.1% | +108.6% | -101.4% | -4.5% |
| 1Y | +12.5% | +45.7% | -33.1% | +6.2% |
| All | +84.0% | -0.7% | +84.7% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling