-29.5%
SCHQ vs SPY
+81.8%
-111.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -0.2% | -0.9% | +0.8% | -0.1% |
| 3M | -1.3% | +3.9% | -5.2% | -1.6% |
| 6M | -4.3% | +14.5% | -18.8% | -5.1% |
| YTD | -2.4% | +12.9% | -15.4% | -3.2% |
| 1Y | -3.3% | +19.4% | -22.6% | -4.3% |
| 3Y | +2.2% | +78.5% | -76.2% | -1.6% |
| 5Y | -29.5% | +81.8% | -111.3% | -33.5% |
| All | -29.5% | +81.8% | -111.3% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling