+84.0%
SCHG vs TAP
-33.1%
+117.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.7% | -5.3% | +2.5% | -2.6% |
| 30D | -2.2% | -7.4% | +5.1% | -2.0% |
| 3M | +6.2% | -4.9% | +11.1% | +6.3% |
| 6M | +13.4% | -14.2% | +27.6% | +14.0% |
| YTD | +7.1% | -14.8% | +21.9% | +7.5% |
| 1Y | +12.5% | -18.1% | +30.6% | +13.4% |
| All | +84.0% | -33.1% | +117.1% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling