-14.4%
SMR vs SCHG
+101.2%
-115.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.5% | -16.8% |
| 7D | -11.2% | -1.0% | -10.2% | -10.3% |
| 30D | -10.2% | -1.3% | -9.0% | -8.7% |
| 3M | -10.0% | +5.4% | -15.5% | -15.4% |
| 6M | -30.5% | +14.4% | -44.9% | -39.4% |
| YTD | -39.2% | +8.0% | -47.3% | -42.8% |
| 1Y | -75.5% | +12.7% | -88.3% | -77.5% |
| 3Y | +45.4% | +85.6% | -40.2% | +2.5% |
| All | -14.4% | +101.2% | -115.6% | -46.1% |
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 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