+103.8%
SPG vs SCHG
+84.3%
+19.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -1.2% | -1.0% | -0.1% | -0.6% |
| 30D | -6.1% | -1.3% | -4.9% | -5.5% |
| 3M | -3.6% | +5.4% | -9.1% | -6.9% |
| 6M | +10.4% | +14.4% | -4.0% | +1.2% |
| YTD | +14.4% | +8.0% | +6.3% | +8.4% |
| 1Y | +16.5% | +12.7% | +3.8% | +7.0% |
| 3Y | +106.8% | +85.6% | +21.2% | +34.5% |
| All | +103.8% | +84.3% | +19.4% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling