+43.0%
SN vs SCHG
+16.6%
+26.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.2% |
| 7D | -9.3% | -0.7% | -8.6% | -8.6% |
| 30D | -4.8% | +0.2% | -5.0% | -4.9% |
| 3M | +40.4% | +2.2% | +38.2% | +37.6% |
| 6M | +50.9% | +15.0% | +35.9% | +28.6% |
| YTD | +54.9% | +9.2% | +45.8% | +36.0% |
| 1Y | +43.0% | +15.7% | +27.3% | +25.3% |
| All | +43.0% | +16.6% | +26.4% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling