+1,122.9%
SCHG vs VYM
+604.6%
+518.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.2% |
| 30D | -1.3% | -2.2% | +1.0% | +1.1% |
| 3M | +5.4% | +3.1% | +2.4% | +2.2% |
| 6M | +14.4% | +9.7% | +4.7% | +3.9% |
| YTD | +8.0% | +14.9% | -6.9% | -6.5% |
| 1Y | +12.7% | +17.6% | -4.8% | -4.8% |
| 3Y | +85.6% | +65.3% | +20.3% | +10.2% |
| 5Y | +85.5% | +78.7% | +6.8% | +2.8% |
| 10Y | +456.0% | +208.2% | +247.8% | +69.8% |
| All | +1,122.9% | +604.6% | +518.3% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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