+1,122.9%
SCHG vs SONY
+360.6%
+762.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.3% |
| 7D | -1.0% | -2.7% | +1.6% | -0.2% |
| 30D | -1.3% | +1.5% | -2.8% | -1.8% |
| 3M | +5.4% | +13.0% | -7.6% | +0.9% |
| 6M | +14.4% | +11.2% | +3.2% | +9.7% |
| YTD | +8.0% | -6.6% | +14.7% | +9.4% |
| 1Y | +12.7% | -18.1% | +30.9% | +18.8% |
| 3Y | +85.6% | +42.1% | +43.5% | +60.3% |
| 5Y | +85.5% | +11.0% | +74.5% | +71.8% |
| 10Y | +456.0% | +289.2% | +166.8% | +261.4% |
| All | +1,122.9% | +360.6% | +762.3% | +646.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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