-0.7%
SCHR vs SPY
+82.0%
-82.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.5% | +0.1% | -0.6% | -0.5% |
| 3M | -0.4% | +2.0% | -2.4% | -0.5% |
| 6M | -1.7% | +13.0% | -14.7% | -1.9% |
| YTD | -0.8% | +13.5% | -14.3% | -1.0% |
| 1Y | +0.3% | +20.0% | -19.7% | -0.1% |
| 3Y | +11.8% | +77.2% | -65.4% | +10.0% |
| All | -0.7% | +82.0% | -82.7% | -3.2% |
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