+796.0%
SPY vs SCHG
+1,121.7%
-325.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -2.0% | -2.7% | +0.8% | +0.3% |
| 30D | -1.7% | -2.2% | +0.6% | +0.2% |
| 3M | +4.7% | +6.2% | -1.4% | -0.4% |
| 6M | +12.5% | +13.4% | -0.9% | +1.1% |
| YTD | +11.7% | +7.1% | +4.6% | +5.2% |
| 1Y | +17.5% | +12.5% | +5.0% | +6.0% |
| 3Y | +76.6% | +86.2% | -9.6% | +3.0% |
| 5Y | +82.0% | +83.9% | -1.9% | +5.2% |
| 10Y | +317.1% | +451.3% | -134.1% | -13.6% |
| All | +796.0% | +1,121.7% | -325.7% | -11.6% |
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