+47.9%
SW vs SCHG
+79.1%
-31.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.6% |
| 7D | +2.3% | -3.4% | +5.8% | +4.7% |
| 30D | +6.8% | -10.1% | +16.9% | +14.7% |
| 3M | -5.2% | -6.3% | +1.1% | -1.1% |
| 6M | +7.4% | -1.8% | +9.2% | +8.4% |
| YTD | +17.4% | +1.9% | +15.5% | +15.1% |
| 1Y | +27.1% | +2.6% | +24.5% | +23.9% |
| 3Y | +47.9% | +78.4% | -30.5% | +20.0% |
| All | +47.9% | +79.1% | -31.2% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling