+113.9%
SOXX vs SCHG
+16.6%
+97.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +5.0% |
| 7D | +2.2% | -0.7% | +2.9% | +3.3% |
| 30D | -2.0% | +0.2% | -2.3% | -2.6% |
| 3M | -13.7% | +2.2% | -15.9% | -16.5% |
| 6M | +52.4% | +15.0% | +37.4% | +22.4% |
| YTD | +72.8% | +9.2% | +63.6% | +51.6% |
| 1Y | +113.9% | +15.7% | +98.2% | +79.0% |
| All | +113.9% | +16.6% | +97.3% | +79.0% |
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 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