+24.2%
SCHO vs VOO
+812.0%
-787.8%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | 0.0% | -0.9% | +1.0% | 0.0% |
| 3M | +0.7% | +3.9% | -3.2% | +0.7% |
| 6M | +0.6% | +14.5% | -14.0% | +0.7% |
| YTD | +1.0% | +13.0% | -11.9% | +1.1% |
| 1Y | +2.1% | +19.4% | -17.3% | +2.3% |
| 3Y | +13.4% | +78.9% | -65.5% | +14.1% |
| 5Y | +10.0% | +82.3% | -72.3% | +10.8% |
| 10Y | +19.1% | +314.2% | -295.1% | +21.6% |
| All | +24.2% | +812.0% | -787.8% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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