+182.3%
SW vs SCHG
+440.0%
-257.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | -2.6% | -0.9% | -1.7% | -2.3% |
| 30D | +7.2% | -5.9% | +13.1% | +9.9% |
| 3M | -10.5% | -3.4% | -7.1% | -9.3% |
| 6M | +9.9% | +1.1% | +8.8% | +9.3% |
| YTD | +17.2% | +5.9% | +11.4% | +14.3% |
| 1Y | +26.5% | +4.6% | +21.9% | +23.9% |
| 3Y | +47.7% | +80.6% | -33.0% | +17.4% |
| 5Y | +0.2% | +73.9% | -73.7% | -21.0% |
| 10Y | +182.3% | +438.8% | -256.5% | +58.2% |
| All | +182.3% | +440.0% | -257.7% | +58.2% |
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