+26.7%
SLB vs SCHG
+1,135.4%
-1,108.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +13.6% | -1.5% | +15.1% | +15.0% |
| 3M | +1.5% | +4.4% | -2.9% | -2.6% |
| 6M | +23.0% | +15.7% | +7.3% | +7.8% |
| YTD | +51.2% | +8.3% | +42.9% | +40.0% |
| 1Y | +63.5% | +14.2% | +49.3% | +44.0% |
| 3Y | +2.5% | +88.3% | -85.8% | -43.5% |
| 5Y | +139.2% | +83.5% | +55.7% | +27.1% |
| 10Y | -4.8% | +444.2% | -448.9% | -86.2% |
| All | +26.7% | +1,135.4% | -1,108.7% | -93.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling