+25.6%
SW vs SCHG
+4.3%
+21.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | -2.9% | +2.7% | -5.7% | -4.8% |
| 30D | +5.0% | -5.2% | +10.2% | +9.0% |
| 3M | -13.7% | -5.2% | -8.5% | -10.5% |
| 6M | +8.0% | -0.6% | +8.6% | +7.4% |
| YTD | +14.0% | +4.7% | +9.2% | +6.0% |
| 1Y | +25.6% | +6.0% | +19.6% | +15.7% |
| All | +25.6% | +4.3% | +21.3% | +15.7% |
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 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