+83.9%
SCHG vs TAP
-2.6%
+86.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.7% | -5.3% | +2.5% | -2.1% |
| 30D | -2.2% | -7.4% | +5.1% | -1.3% |
| 3M | +6.2% | -4.9% | +11.1% | +6.6% |
| 6M | +13.4% | -14.2% | +27.6% | +15.4% |
| YTD | +7.1% | -14.8% | +21.9% | +8.8% |
| 1Y | +12.5% | -18.1% | +30.6% | +14.9% |
| 3Y | +86.2% | -32.7% | +118.9% | +96.2% |
| 5Y | +83.9% | -0.5% | +84.4% | +77.7% |
| All | +83.9% | -2.6% | +86.5% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling