+78.9%
SCHG vs SWK
+50.7%
+28.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +2.7% | -1.4% | +4.1% | +3.0% |
| 30D | -5.2% | +25.5% | -30.6% | -9.9% |
| 3M | -5.2% | +11.8% | -16.9% | -7.6% |
| 6M | -0.6% | +48.7% | -49.3% | -9.5% |
| YTD | +4.7% | +57.2% | -52.5% | -6.6% |
| 1Y | +6.0% | +75.3% | -69.2% | -8.0% |
| 3Y | +78.9% | +51.9% | +27.0% | +53.9% |
| All | +78.9% | +50.7% | +28.2% | +53.9% |
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