+34.1%
SCHR vs SPY
+772.1%
-738.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | 0.0% | -2.7% | +2.7% | -0.1% |
| 30D | +2.0% | -5.4% | +7.4% | +1.7% |
| 3M | -0.3% | -4.1% | +3.8% | -0.5% |
| 6M | -0.9% | +0.7% | -1.6% | -0.9% |
| YTD | -0.8% | +8.7% | -9.4% | -0.3% |
| 1Y | -0.4% | +10.9% | -11.3% | +0.2% |
| 3Y | +12.9% | +75.0% | -62.1% | +16.9% |
| 5Y | +0.1% | +67.8% | -67.7% | +3.3% |
| 10Y | +12.0% | +312.9% | -300.8% | +28.0% |
| All | +34.1% | +772.1% | -738.0% | +70.8% |
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