+311.0%
SN vs SCHG
+84.7%
+226.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.5% |
| 7D | -7.2% | -2.7% | -4.5% | -4.2% |
| 30D | -13.4% | -2.2% | -11.2% | -11.0% |
| 3M | +26.8% | +6.2% | +20.6% | +18.3% |
| 6M | +44.6% | +13.4% | +31.2% | +25.0% |
| YTD | +45.3% | +7.1% | +38.2% | +33.9% |
| 1Y | +40.1% | +12.5% | +27.6% | +21.3% |
| All | +311.0% | +84.7% | +226.3% | +136.2% |
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 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