+1,126.0%
SCHG vs TAP
+31.6%
+1,094.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.2% |
| 7D | -0.1% | -2.3% | +2.3% | +0.5% |
| 30D | -1.5% | -9.4% | +7.9% | +0.9% |
| 3M | +4.4% | -0.8% | +5.2% | +4.2% |
| 6M | +15.7% | -14.7% | +30.5% | +19.7% |
| YTD | +8.3% | -13.9% | +22.2% | +11.3% |
| 1Y | +14.2% | -18.6% | +32.8% | +18.7% |
| 3Y | +88.3% | -32.0% | +120.3% | +102.4% |
| 5Y | +83.5% | -1.0% | +84.4% | +73.4% |
| 10Y | +444.2% | -51.4% | +495.5% | +510.3% |
| All | +1,126.0% | +31.6% | +1,094.5% | +700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling