+1.5%
SMR vs SCHG
+99.4%
-97.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.0% |
| 7D | +4.7% | -2.7% | +7.5% | +8.6% |
| 30D | +3.2% | -2.2% | +5.5% | +6.6% |
| 3M | +9.9% | +6.2% | +3.7% | +2.7% |
| 6M | -15.1% | +13.4% | -28.5% | -25.0% |
| YTD | -27.9% | +7.1% | -35.1% | -31.3% |
| 1Y | -70.2% | +12.5% | -82.8% | -72.5% |
| 3Y | +72.5% | +86.2% | -13.7% | +22.7% |
| All | +1.5% | +99.4% | -97.9% | -35.2% |
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