+265.2%
SU vs SCHG
+459.0%
-193.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +2.2% | -1.0% | +3.3% | +2.8% |
| 30D | +8.4% | -1.3% | +9.7% | +9.1% |
| 3M | +12.1% | +5.4% | +6.6% | +8.1% |
| 6M | +19.7% | +14.4% | +5.3% | +9.1% |
| YTD | +58.4% | +8.0% | +50.4% | +49.3% |
| 1Y | +67.2% | +12.7% | +54.5% | +52.9% |
| 3Y | +125.0% | +85.6% | +39.4% | +44.1% |
| 5Y | +355.1% | +85.5% | +269.5% | +183.9% |
| All | +265.2% | +459.0% | -193.8% | -13.7% |
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