+553.4%
SE vs SCHG
+341.6%
+211.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.5% |
| 7D | -5.2% | -1.0% | -4.2% | -3.9% |
| 30D | -17.1% | -1.3% | -15.8% | -15.7% |
| 3M | +24.0% | +5.4% | +18.5% | +15.0% |
| 6M | +21.0% | +14.4% | +6.6% | +0.4% |
| YTD | -16.7% | +8.0% | -24.8% | -25.2% |
| 1Y | -45.9% | +12.7% | -58.7% | -54.3% |
| 3Y | +177.8% | +85.6% | +92.2% | +12.8% |
| 5Y | -67.4% | +85.5% | -152.9% | -85.6% |
| All | +553.4% | +341.6% | +211.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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