+1,122.9%
SCHG vs TROW
+246.4%
+876.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.5% |
| 7D | -1.0% | -3.2% | +2.1% | +0.6% |
| 30D | -1.3% | -4.6% | +3.3% | +1.1% |
| 3M | +5.4% | -0.7% | +6.1% | +5.3% |
| 6M | +14.4% | +22.2% | -7.8% | +2.5% |
| YTD | +8.0% | +6.6% | +1.4% | +3.4% |
| 1Y | +12.7% | +5.8% | +6.9% | +8.0% |
| 3Y | +85.6% | +11.6% | +74.0% | +69.1% |
| 5Y | +85.5% | -38.9% | +124.4% | +124.1% |
| 10Y | +456.0% | +128.5% | +327.5% | +222.3% |
| All | +1,122.9% | +246.4% | +876.5% | +441.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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