+643.7%
SW vs SCHG
+1,051.0%
-407.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +0.4% |
| 7D | +4.7% | -6.8% | +11.4% | +7.2% |
| 30D | +5.0% | -11.2% | +16.2% | +9.3% |
| 3M | -7.3% | -7.4% | 0.0% | -4.9% |
| 6M | +15.0% | -1.0% | +16.0% | +15.5% |
| YTD | +18.5% | +0.9% | +17.6% | +18.2% |
| 1Y | +27.1% | -0.2% | +27.3% | +27.2% |
| 3Y | +49.3% | +77.7% | -28.4% | +25.6% |
| 5Y | -1.6% | +62.9% | -64.6% | -16.9% |
| 10Y | +185.4% | +430.9% | -245.6% | +89.3% |
| All | +643.7% | +1,051.0% | -407.4% | +357.3% |
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