+183.3%
SW vs SCHG
+444.4%
-261.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.0% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +7.0% | -7.2% | +14.3% | +10.4% |
| 3M | -7.6% | -4.7% | -3.0% | -5.9% |
| 6M | +8.5% | +0.1% | +8.5% | +8.4% |
| YTD | +17.7% | +4.8% | +12.8% | +15.2% |
| 1Y | +27.1% | +5.8% | +21.3% | +23.9% |
| 3Y | +48.2% | +82.5% | -34.3% | +17.5% |
| 5Y | -2.3% | +69.8% | -72.1% | -22.3% |
| 10Y | +183.3% | +432.6% | -249.2% | +59.2% |
| All | +183.3% | +444.4% | -261.1% | +59.2% |
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