+1,672.0%
SPGI vs SCHG
+1,135.4%
+536.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.5% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | +5.4% | -1.5% | +6.9% | +6.8% |
| 3M | +9.0% | +4.4% | +4.6% | +4.9% |
| 6M | +0.8% | +15.7% | -14.9% | -11.6% |
| YTD | -12.6% | +8.3% | -20.9% | -18.7% |
| 1Y | -16.1% | +14.2% | -30.4% | -26.1% |
| 3Y | +19.0% | +88.3% | -69.3% | -34.8% |
| 5Y | +5.1% | +83.5% | -78.4% | -42.4% |
| 10Y | +295.5% | +444.2% | -148.7% | -26.2% |
| All | +1,672.0% | +1,135.4% | +536.6% | +62.3% |
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