+568.6%
SE vs SCHG
+339.7%
+228.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.1% |
| 7D | -3.6% | -0.9% | -2.8% | -2.5% |
| 30D | -5.3% | -2.3% | -3.0% | -2.4% |
| 3M | +28.1% | +4.5% | +23.6% | +20.4% |
| 6M | +20.7% | +13.6% | +7.1% | +1.2% |
| YTD | -14.8% | +7.6% | -22.4% | -23.0% |
| 1Y | -43.6% | +13.0% | -56.6% | -52.5% |
| 3Y | +184.2% | +87.0% | +97.2% | +14.1% |
| 5Y | -66.3% | +82.9% | -149.2% | -84.8% |
| All | +568.6% | +339.7% | +228.8% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling