+3,663.9%
SOXX vs SCHG
+1,132.2%
+2,531.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.8% |
| 7D | +1.4% | -1.0% | +2.4% | +2.7% |
| 30D | -3.6% | -1.3% | -2.3% | -2.1% |
| 3M | -10.2% | +5.4% | -15.6% | -15.8% |
| 6M | +54.2% | +14.4% | +39.8% | +31.4% |
| YTD | +75.2% | +8.0% | +67.2% | +60.8% |
| 1Y | +107.5% | +12.7% | +94.8% | +81.7% |
| 3Y | +226.8% | +85.6% | +141.2% | +59.5% |
| 5Y | +251.2% | +85.5% | +165.7% | +75.1% |
| 10Y | +1,567.6% | +456.0% | +1,111.6% | +124.1% |
| All | +3,663.9% | +1,132.2% | +2,531.7% | +97.5% |
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