-24.0%
SCHQ vs SPY
+183.7%
-207.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -0.2% | -0.4% | +0.2% | -0.2% |
| 30D | +0.1% | -1.4% | +1.5% | 0.0% |
| 3M | -2.4% | +3.7% | -6.1% | -2.0% |
| 6M | -5.4% | +13.0% | -18.4% | -4.4% |
| YTD | -2.9% | +12.4% | -15.3% | -1.9% |
| 1Y | -3.3% | +18.5% | -21.8% | -1.7% |
| 3Y | +1.7% | +77.6% | -75.9% | +8.7% |
| 5Y | -30.7% | +81.7% | -112.3% | -25.9% |
| All | -24.0% | +183.7% | -207.7% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling