-24.9%
SCHQ vs SPY
+182.0%
-206.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.3% |
| 7D | -1.5% | -2.0% | +0.4% | -1.7% |
| 30D | -1.3% | -1.7% | +0.4% | -1.4% |
| 3M | -3.3% | +4.7% | -8.0% | -2.9% |
| 6M | -5.8% | +12.5% | -18.3% | -4.7% |
| YTD | -4.1% | +11.7% | -15.8% | -3.1% |
| 1Y | -4.9% | +17.5% | -22.4% | -3.4% |
| 3Y | +0.5% | +76.6% | -76.1% | +7.4% |
| 5Y | -30.9% | +82.0% | -112.9% | -26.1% |
| All | -24.9% | +182.0% | -206.9% | -2.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling