+429.8%
SCHM vs SPY
+678.9%
-249.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.1% | -0.4% | +0.2% | +0.2% |
| 30D | -1.5% | -1.4% | -0.2% | -0.1% |
| 3M | +0.9% | +3.7% | -2.8% | -2.9% |
| 6M | +11.9% | +13.0% | -1.1% | -1.6% |
| YTD | +18.2% | +12.4% | +5.8% | +4.4% |
| 1Y | +20.6% | +18.5% | +2.1% | +0.8% |
| 3Y | +57.5% | +77.6% | -20.2% | -14.8% |
| 5Y | +43.7% | +81.7% | -37.9% | -24.0% |
| 10Y | +186.4% | +319.7% | -133.2% | -38.7% |
| All | +429.8% | +678.9% | -249.1% | -44.5% |
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