-5.8%
SLB vs SCHG
+459.0%
-464.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -2.5% | -1.0% | -1.5% | -1.8% |
| 30D | +7.1% | -1.3% | +8.4% | +8.0% |
| 3M | +0.6% | +5.4% | -4.8% | -3.3% |
| 6M | +17.6% | +14.4% | +3.2% | +6.6% |
| YTD | +48.5% | +8.0% | +40.4% | +39.9% |
| 1Y | +59.4% | +12.7% | +46.7% | +45.3% |
| 3Y | -0.4% | +85.6% | -86.0% | -37.5% |
| 5Y | +133.8% | +85.5% | +48.3% | +41.6% |
| All | -5.8% | +459.0% | -464.8% | -79.0% |
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