+1.8%
SCHP vs VT
+66.2%
-64.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.2% | +1.0% | -0.8% | +0.1% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | -0.1% | +4.5% | -4.7% | -0.5% |
| 6M | -0.5% | +14.1% | -14.6% | -1.6% |
| YTD | +0.8% | +14.8% | -13.9% | -0.3% |
| 1Y | +0.3% | +21.2% | -20.9% | -1.2% |
| 3Y | +12.9% | +76.6% | -63.7% | +7.3% |
| 5Y | +1.8% | +66.6% | -64.8% | -4.7% |
| All | +1.8% | +66.2% | -64.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VT 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling