+665.7%
SW vs SCHG
+1,145.2%
-479.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.6% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -4.6% | +0.2% | -4.8% | -4.6% |
| 3M | +9.4% | +2.2% | +7.2% | +8.6% |
| 6M | +3.5% | +15.0% | -11.5% | -1.2% |
| YTD | +22.0% | +9.2% | +12.9% | +18.5% |
| 1Y | +2.2% | +15.7% | -13.5% | -2.7% |
| 3Y | +19.6% | +87.3% | -67.7% | -1.3% |
| 5Y | -2.3% | +84.5% | -86.8% | -20.5% |
| 10Y | +181.4% | +448.7% | -267.4% | +82.9% |
| All | +665.7% | +1,145.2% | -479.4% | +358.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling