+252.8%
SPOT vs SCHG
+320.0%
-67.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.1% |
| 7D | -3.1% | -1.0% | -2.0% | -2.0% |
| 30D | +7.4% | -1.3% | +8.6% | +8.7% |
| 3M | +8.2% | +5.4% | +2.7% | +1.8% |
| 6M | +2.2% | +14.4% | -12.2% | -12.3% |
| YTD | -9.5% | +8.0% | -17.5% | -17.4% |
| 1Y | -23.8% | +12.7% | -36.6% | -34.0% |
| 3Y | +233.5% | +85.6% | +147.9% | +65.7% |
| 5Y | +112.2% | +85.5% | +26.7% | +7.9% |
| All | +252.8% | +320.0% | -67.2% | -6.4% |
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 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