+250.1%
SPOT vs SCHG
+316.4%
-66.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -6.9% | -2.7% | -4.1% | -4.1% |
| 30D | +4.1% | -2.2% | +6.4% | +6.5% |
| 3M | +3.7% | +6.2% | -2.5% | -3.2% |
| 6M | -1.6% | +13.4% | -15.0% | -14.8% |
| YTD | -10.2% | +7.1% | -17.3% | -17.3% |
| 1Y | -25.9% | +12.5% | -38.4% | -35.7% |
| 3Y | +235.6% | +86.2% | +149.4% | +66.1% |
| 5Y | +110.6% | +83.9% | +26.6% | +8.1% |
| All | +250.1% | +316.4% | -66.3% | -6.3% |
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