+9.7%
SCHL vs SPY
+322.5%
-312.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.4% |
| 7D | -1.8% | -0.8% | -1.1% | -1.3% |
| 30D | -16.1% | -1.1% | -15.0% | -15.5% |
| 3M | -19.9% | +3.9% | -23.8% | -22.2% |
| 6M | +3.9% | +13.6% | -9.7% | -5.8% |
| YTD | +20.2% | +12.7% | +7.5% | +9.6% |
| 1Y | +31.0% | +17.5% | +13.5% | +15.7% |
| 3Y | -8.3% | +76.9% | -85.2% | -40.8% |
| 5Y | +20.4% | +83.6% | -63.2% | -25.7% |
| All | +9.7% | +322.5% | -312.8% | -68.4% |
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