+137.9%
SLB vs SCHG
+81.9%
+56.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -1.9% | -0.9% | -1.0% | -1.5% |
| 30D | +7.8% | -2.3% | +10.1% | +8.9% |
| 3M | +2.7% | +4.5% | -1.8% | +0.5% |
| 6M | +22.2% | +13.6% | +8.6% | +15.3% |
| YTD | +51.1% | +7.6% | +43.5% | +45.9% |
| 1Y | +63.3% | +13.0% | +50.3% | +54.2% |
| 3Y | +2.4% | +87.0% | -84.6% | -21.0% |
| All | +137.9% | +81.9% | +56.0% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling