-25.5%
SCHQ vs SPY
+181.4%
-206.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.9% | +2.6% | -5.5% | -2.7% |
| 30D | +1.1% | -2.0% | +3.1% | +0.9% |
| 3M | -2.6% | -2.8% | +0.2% | -2.8% |
| 6M | -3.7% | +2.1% | -5.8% | -3.4% |
| YTD | -4.9% | +11.5% | -16.4% | -3.9% |
| 1Y | -6.0% | +13.5% | -19.5% | -4.9% |
| 3Y | +5.7% | +77.7% | -72.0% | +13.1% |
| 5Y | -31.0% | +72.6% | -103.6% | -27.1% |
| All | -25.5% | +181.4% | -206.9% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling