+1,817.6%
SMH vs SCHG
+459.0%
+1,358.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.4% |
| 7D | +0.3% | -1.0% | +1.3% | +1.6% |
| 30D | -2.8% | -1.3% | -1.5% | -1.2% |
| 3M | -6.7% | +5.4% | -12.2% | -12.7% |
| 6M | +41.8% | +14.4% | +27.4% | +20.4% |
| YTD | +57.9% | +8.0% | +49.8% | +44.6% |
| 1Y | +87.6% | +12.7% | +74.9% | +63.7% |
| 3Y | +282.9% | +85.6% | +197.3% | +87.2% |
| 5Y | +330.4% | +85.5% | +244.9% | +114.6% |
| All | +1,817.6% | +459.0% | +1,358.6% | +151.6% |
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 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