+282.9%
SPGI vs SCHG
+459.0%
-176.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | -7.4% | -1.0% | -6.4% | -6.6% |
| 30D | +0.4% | -1.3% | +1.6% | +1.4% |
| 3M | +5.3% | +5.4% | -0.2% | +0.8% |
| 6M | +1.7% | +14.4% | -12.7% | -9.3% |
| YTD | -16.4% | +8.0% | -24.4% | -21.7% |
| 1Y | -20.5% | +12.7% | -33.2% | -28.6% |
| 3Y | +14.2% | +85.6% | -71.4% | -35.0% |
| 5Y | +0.6% | +85.5% | -84.9% | -43.7% |
| All | +282.9% | +459.0% | -176.1% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling