+453.5%
SCHG vs Z
+17.0%
+436.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.7% | +0.5% |
| 7D | -0.1% | -3.3% | +3.2% | +0.5% |
| 30D | -1.5% | -3.7% | +2.2% | -1.0% |
| 3M | +4.4% | -7.0% | +11.4% | +5.2% |
| 6M | +15.7% | -29.5% | +45.2% | +22.7% |
| YTD | +8.3% | -52.6% | +60.9% | +23.6% |
| 1Y | +14.2% | -64.0% | +78.2% | +37.0% |
| 3Y | +88.3% | -36.4% | +124.7% | +95.0% |
| 5Y | +83.5% | -65.8% | +149.2% | +100.4% |
| 10Y | +444.2% | -5.8% | +450.0% | +357.6% |
| All | +453.5% | +17.0% | +436.5% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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