+70.3%
T vs SCHG
+459.0%
-388.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +1.5% | -1.0% | +2.5% | +1.8% |
| 30D | +7.5% | -1.3% | +8.7% | +7.9% |
| 3M | +14.8% | +5.4% | +9.4% | +12.8% |
| 6M | -1.7% | +14.4% | -16.2% | -6.1% |
| YTD | +8.7% | +8.0% | +0.7% | +5.6% |
| 1Y | -7.5% | +12.7% | -20.2% | -11.6% |
| 3Y | +110.2% | +85.6% | +24.6% | +61.4% |
| 5Y | +71.6% | +85.5% | -13.9% | +28.7% |
| All | +70.3% | +459.0% | -388.7% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling