+1,126.0%
SCHG vs SM
+24.9%
+1,101.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.1% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -1.5% | +31.5% | -33.0% | -4.2% |
| 3M | +4.4% | +17.3% | -12.9% | +2.3% |
| 6M | +15.7% | +48.5% | -32.8% | +10.2% |
| YTD | +8.3% | +106.3% | -98.0% | -0.4% |
| 1Y | +14.2% | +47.3% | -33.1% | +8.2% |
| 3Y | +88.3% | -1.4% | +89.7% | +82.4% |
| 5Y | +83.5% | +114.0% | -30.6% | +61.4% |
| 10Y | +444.2% | +12.5% | +431.7% | +314.8% |
| All | +1,126.0% | +24.9% | +1,101.1% | +649.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling