+170.7%
SCHL vs SPY
+3,074.3%
-2,903.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.2% |
| 7D | -5.6% | +0.5% | -6.1% | -6.0% |
| 30D | -13.0% | -0.9% | -12.0% | -12.3% |
| 3M | -14.3% | +3.9% | -18.2% | -17.1% |
| 6M | +1.9% | +14.5% | -12.7% | -8.9% |
| YTD | +24.6% | +12.9% | +11.7% | +12.7% |
| 1Y | +39.3% | +19.4% | +20.0% | +20.6% |
| 3Y | -3.0% | +78.5% | -81.4% | -39.3% |
| 5Y | +22.3% | +81.8% | -59.4% | -26.2% |
| 10Y | +9.9% | +311.5% | -301.6% | -65.7% |
| All | +170.7% | +3,074.3% | -2,903.5% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling