+78.4%
SCHG vs SWK
+46.0%
+32.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -3.4% | +11.0% | -14.5% | -5.7% |
| 30D | -10.1% | +30.1% | -40.2% | -15.3% |
| 3M | -6.3% | +14.7% | -21.0% | -9.3% |
| 6M | -1.8% | +44.5% | -46.3% | -10.0% |
| YTD | +1.9% | +59.4% | -57.5% | -9.4% |
| 1Y | +2.6% | +77.5% | -74.9% | -11.3% |
| 3Y | +78.4% | +49.5% | +29.0% | +52.9% |
| All | +78.4% | +46.0% | +32.4% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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