+1,122.9%
SCHG vs TRI
+370.3%
+752.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.1% |
| 7D | -1.0% | -7.9% | +6.8% | +2.5% |
| 30D | -1.3% | -4.5% | +3.2% | +0.2% |
| 3M | +5.4% | +22.1% | -16.7% | -6.5% |
| 6M | +14.4% | -2.8% | +17.2% | +11.3% |
| YTD | +8.0% | -23.4% | +31.4% | +17.1% |
| 1Y | +12.7% | -41.5% | +54.3% | +41.6% |
| 3Y | +85.6% | -19.2% | +104.8% | +86.1% |
| 5Y | +85.5% | -9.4% | +94.9% | +72.0% |
| 10Y | +456.0% | +195.6% | +260.4% | +156.1% |
| All | +1,122.9% | +370.3% | +752.6% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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