+85.7%
SCHG vs ZBRA
-40.4%
+126.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.3% |
| 7D | -1.0% | -3.4% | +2.4% | 0.0% |
| 30D | -1.3% | -7.4% | +6.1% | +1.1% |
| 3M | +5.4% | +57.5% | -52.1% | -10.6% |
| 6M | +14.4% | +64.0% | -49.6% | -5.2% |
| YTD | +8.0% | +44.3% | -36.3% | -7.3% |
| 1Y | +12.7% | +10.9% | +1.9% | +5.6% |
| 3Y | +85.6% | +37.5% | +48.1% | +52.9% |
| All | +85.7% | -40.4% | +126.1% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 5y: compounded portfolio wealth divided by compounded ZBRA 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…
5y analysis · Full analysis span regression · 6 months rolling