+43.9%
SCHM vs SPY
+82.3%
-38.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.2% |
| 30D | -3.2% | -1.1% | -2.2% | -2.1% |
| 3M | -1.1% | +3.9% | -5.0% | -4.9% |
| 6M | +11.9% | +13.6% | -1.7% | -1.8% |
| YTD | +17.5% | +12.7% | +4.8% | +4.0% |
| 1Y | +18.2% | +17.5% | +0.7% | +0.2% |
| 3Y | +56.4% | +76.9% | -20.5% | -13.3% |
| All | +43.9% | +82.3% | -38.4% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling