+28.7%
SW vs SCHG
+3.6%
+25.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | +2.2% | -1.3% | +3.4% | +2.9% |
| 30D | +7.4% | -7.9% | +15.3% | +14.2% |
| 3M | -5.9% | -5.4% | -0.5% | -2.3% |
| 6M | +9.0% | -0.6% | +9.6% | +8.3% |
| YTD | +18.1% | +4.1% | +14.0% | +10.5% |
| 1Y | +28.7% | +2.8% | +25.9% | +21.9% |
| All | +28.7% | +3.6% | +25.1% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling