+1,112.5%
SCHG vs SPYG
+1,083.9%
+28.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.4% |
| 7D | -2.7% | -1.8% | -0.9% | -0.9% |
| 30D | -2.2% | -1.9% | -0.3% | -0.3% |
| 3M | +6.2% | +5.2% | +1.0% | +0.5% |
| 6M | +13.4% | +15.6% | -2.2% | -2.8% |
| YTD | +7.1% | +12.4% | -5.3% | -5.5% |
| 1Y | +12.5% | +17.5% | -4.9% | -5.2% |
| 3Y | +86.2% | +98.1% | -11.9% | -9.0% |
| 5Y | +83.9% | +84.9% | -1.0% | -2.8% |
| 10Y | +451.3% | +417.7% | +33.6% | +1.2% |
| All | +1,112.5% | +1,083.9% | +28.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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