-6.4%
T vs SCHG
+5.5%
-11.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.6% |
| 7D | +5.5% | -2.5% | +8.0% | +4.3% |
| 30D | -8.9% | -5.4% | -3.5% | -10.9% |
| 3M | -5.6% | -2.2% | -3.4% | -6.4% |
| 6M | -14.3% | +5.2% | -19.5% | -11.9% |
| YTD | -7.9% | +6.8% | -14.7% | -4.9% |
| 1Y | -6.4% | +5.9% | -12.3% | -3.5% |
| All | -6.4% | +5.5% | -11.9% | -3.5% |
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