+1,753.2%
SHW vs SCHG
+1,121.7%
+631.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -4.5% | -2.7% | -1.7% | -2.5% |
| 30D | -12.7% | -2.2% | -10.5% | -11.3% |
| 3M | +4.7% | +6.2% | -1.5% | +0.4% |
| 6M | -3.4% | +13.4% | -16.8% | -11.8% |
| YTD | -1.3% | +7.1% | -8.4% | -6.4% |
| 1Y | -10.4% | +12.5% | -22.9% | -18.2% |
| 3Y | +20.1% | +86.2% | -66.1% | -26.3% |
| 5Y | +10.5% | +83.9% | -73.4% | -33.4% |
| 10Y | +280.3% | +451.3% | -171.0% | -8.4% |
| All | +1,753.2% | +1,121.7% | +631.5% | +155.6% |
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