+45.4%
SMR vs SCHG
+86.3%
-40.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.5% | -17.6% |
| 7D | -11.2% | -1.0% | -10.2% | -9.6% |
| 30D | -10.2% | -1.3% | -9.0% | -7.7% |
| 3M | -10.0% | +5.4% | -15.5% | -19.7% |
| 6M | -30.5% | +14.4% | -44.9% | -46.2% |
| YTD | -39.2% | +8.0% | -47.3% | -46.2% |
| 1Y | -75.5% | +12.7% | -88.3% | -79.4% |
| 3Y | +45.4% | +85.6% | -40.2% | -39.1% |
| All | +45.4% | +86.3% | -40.8% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling