+566.9%
SPMO vs SCHG
+477.7%
+89.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.2% |
| 7D | -0.9% | -1.0% | +0.1% | -0.1% |
| 30D | -1.9% | -1.3% | -0.7% | -1.0% |
| 3M | -1.4% | +5.4% | -6.8% | -5.5% |
| 6M | +25.5% | +14.4% | +11.1% | +12.9% |
| YTD | +24.8% | +8.0% | +16.8% | +17.5% |
| 1Y | +24.5% | +12.7% | +11.8% | +13.3% |
| 3Y | +157.1% | +85.6% | +71.5% | +59.8% |
| 5Y | +149.5% | +85.5% | +64.0% | +51.9% |
| 10Y | +518.1% | +456.0% | +62.0% | +90.9% |
| All | +566.9% | +477.7% | +89.2% | +104.3% |
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