+28.2%
SW vs SCHG
+4.3%
+23.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.8% |
| 7D | +1.8% | +0.3% | +1.5% | +1.4% |
| 30D | +7.0% | -7.2% | +14.3% | +13.3% |
| 3M | -7.6% | -4.7% | -3.0% | -4.7% |
| 6M | +8.5% | +0.1% | +8.5% | +7.4% |
| YTD | +17.7% | +4.8% | +12.8% | +9.6% |
| All | +28.2% | +4.3% | +23.9% | +20.8% |
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