+447.8%
SCHG vs TAP
-49.9%
+497.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -1.0% | -3.9% | +2.8% | -0.3% |
| 30D | -1.3% | -5.3% | +4.0% | -0.3% |
| 3M | +5.4% | -3.8% | +9.2% | +5.9% |
| 6M | +14.4% | -11.4% | +25.8% | +16.6% |
| YTD | +8.0% | -13.7% | +21.8% | +10.3% |
| 1Y | +12.7% | -17.2% | +29.9% | +15.9% |
| 3Y | +85.6% | -33.1% | +118.7% | +97.9% |
| 5Y | +85.5% | +0.8% | +84.7% | +76.6% |
| All | +447.8% | -49.9% | +497.7% | +461.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling