+605.4%
SCHG vs USFR
+27.6%
+577.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -2.2% | +0.3% | -2.5% | -2.3% |
| 3M | +6.2% | +1.0% | +5.2% | +5.8% |
| 6M | +13.4% | +1.9% | +11.4% | +12.6% |
| YTD | +7.1% | +2.7% | +4.4% | +6.1% |
| 1Y | +12.5% | +4.0% | +8.5% | +10.9% |
| 3Y | +86.2% | +14.1% | +72.1% | +77.2% |
| 5Y | +83.9% | +20.5% | +63.4% | +71.4% |
| 10Y | +451.3% | +28.0% | +423.2% | +403.4% |
| All | +605.4% | +27.6% | +577.8% | +541.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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