+42.8%
SO vs SCHG
+84.7%
-41.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | -1.1% | -2.7% | +1.6% | -1.5% |
| 30D | -3.7% | -2.2% | -1.5% | -4.0% |
| 3M | -5.9% | +6.2% | -12.1% | -5.2% |
| 6M | -7.3% | +13.4% | -20.7% | -6.0% |
| YTD | +3.1% | +7.1% | -4.0% | +4.1% |
| 1Y | -1.0% | +12.5% | -13.5% | +0.3% |
| All | +42.8% | +84.7% | -41.8% | +37.2% |
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