+323.8%
SN vs SCHG
+84.1%
+239.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.9% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -5.6% | -1.5% | -4.1% | -3.9% |
| 3M | +48.1% | +4.4% | +43.7% | +40.7% |
| 6M | +57.6% | +15.7% | +41.9% | +33.3% |
| YTD | +56.5% | +8.3% | +48.2% | +42.5% |
| 1Y | +52.6% | +14.2% | +38.3% | +30.0% |
| 3Y | +412.0% | +88.3% | +323.7% | +194.3% |
| All | +323.8% | +84.1% | +239.6% | +142.0% |
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