+27.6%
SLB vs SCHG
+1,145.2%
-1,117.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.9% |
| 7D | +0.8% | -0.7% | +1.5% | +1.4% |
| 30D | +15.8% | +0.2% | +15.6% | +15.5% |
| 3M | -0.3% | +2.2% | -2.6% | -2.6% |
| 6M | +21.3% | +15.0% | +6.3% | +6.9% |
| YTD | +52.3% | +9.2% | +43.1% | +40.1% |
| 1Y | +63.6% | +15.7% | +47.9% | +42.5% |
| 3Y | +3.8% | +87.3% | -83.5% | -42.6% |
| 5Y | +128.6% | +84.5% | +44.2% | +21.0% |
| 10Y | -3.1% | +448.7% | -451.8% | -86.1% |
| All | +27.6% | +1,145.2% | -1,117.6% | -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 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