+54.0%
SCHP vs SPY
+802.1%
-748.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | 0.0% | -0.4% | +0.3% | 0.0% |
| 30D | -0.1% | -1.4% | +1.3% | -0.1% |
| 3M | -0.6% | +3.7% | -4.3% | -0.5% |
| 6M | -0.9% | +13.0% | -13.9% | -0.7% |
| YTD | +0.6% | +12.4% | -11.8% | +0.8% |
| 1Y | +0.3% | +18.5% | -18.2% | +0.6% |
| 3Y | +12.7% | +77.6% | -65.0% | +14.1% |
| 5Y | +1.1% | +81.7% | -80.6% | +2.3% |
| 10Y | +27.6% | +319.7% | -292.0% | +38.6% |
| All | +54.0% | +802.1% | -748.1% | +85.2% |
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