+0.5%
SPGI vs SCHG
+81.2%
-80.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -8.9% | -2.7% | -6.2% | -7.3% |
| 30D | +0.6% | -2.2% | +2.9% | +2.1% |
| 3M | +2.0% | +6.2% | -4.2% | -1.9% |
| 6M | +0.1% | +13.4% | -13.3% | -8.0% |
| YTD | -16.4% | +7.1% | -23.5% | -20.2% |
| 1Y | -18.9% | +12.5% | -31.5% | -25.5% |
| 3Y | +13.8% | +86.2% | -72.4% | -28.1% |
| 5Y | +0.5% | +83.9% | -83.4% | -38.4% |
| All | +0.5% | +81.2% | -80.6% | -38.4% |
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