+54.1%
SCHP vs VT
+435.7%
-381.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | 0.0% |
| 30D | -0.1% | +1.0% | -1.0% | 0.0% |
| 3M | -0.9% | +2.4% | -3.3% | -0.9% |
| 6M | -0.5% | +12.0% | -12.5% | -0.3% |
| YTD | +0.7% | +15.3% | -14.6% | +0.9% |
| 1Y | +0.9% | +22.6% | -21.7% | +1.1% |
| 3Y | +13.0% | +74.7% | -61.6% | +14.0% |
| 5Y | +1.9% | +66.1% | -64.2% | +2.3% |
| 10Y | +27.2% | +225.0% | -197.8% | +33.3% |
| All | +54.1% | +435.7% | -381.5% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling