+448.1%
SO vs SCHG
+1,127.0%
-678.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | -2.5% | -2.3% | -0.2% | -1.8% |
| 3M | -4.2% | +4.5% | -8.7% | -5.6% |
| 6M | -7.7% | +13.6% | -21.2% | -11.5% |
| YTD | +3.8% | +7.6% | -3.8% | +1.0% |
| 1Y | +0.1% | +13.0% | -13.0% | -4.4% |
| 3Y | +44.2% | +87.0% | -42.8% | +12.3% |
| 5Y | +57.9% | +82.9% | -25.0% | +21.2% |
| 10Y | +162.0% | +453.6% | -291.7% | +27.3% |
| All | +448.1% | +1,127.0% | -678.8% | +96.8% |
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