+18.9%
SCHJ vs SPY
+184.4%
-165.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | -0.7% | -1.1% | +0.4% | -0.6% |
| 3M | -0.4% | +3.9% | -4.3% | -0.7% |
| 6M | 0.0% | +13.6% | -13.6% | -0.8% |
| YTD | +0.4% | +12.7% | -12.3% | -0.4% |
| 1Y | +1.6% | +17.5% | -15.9% | +0.6% |
| 3Y | +16.8% | +76.9% | -60.1% | +12.3% |
| 5Y | +11.7% | +83.6% | -71.9% | +6.8% |
| All | +18.9% | +184.4% | -165.5% | +10.2% |
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