+43.8%
SCHH vs SPY
+322.5%
-278.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.1% |
| 7D | -1.1% | -0.8% | -0.3% | -0.5% |
| 30D | -2.5% | -1.1% | -1.4% | -1.7% |
| 3M | -2.4% | +3.9% | -6.2% | -5.6% |
| 6M | +5.0% | +13.6% | -8.6% | -5.9% |
| YTD | +12.4% | +12.7% | -0.2% | +1.3% |
| 1Y | +9.8% | +17.5% | -7.7% | -4.7% |
| 3Y | +33.9% | +76.9% | -43.0% | -19.7% |
| 5Y | +12.2% | +83.6% | -71.3% | -35.4% |
| All | +43.8% | +322.5% | -278.6% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling