+69.5%
T vs SCHG
+84.3%
-14.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | +1.5% | -1.0% | +2.5% | +1.6% |
| 30D | +7.5% | -1.3% | +8.7% | +7.6% |
| 3M | +14.8% | +5.4% | +9.4% | +14.3% |
| 6M | -1.7% | +14.4% | -16.2% | -3.0% |
| YTD | +8.7% | +8.0% | +0.7% | +7.9% |
| 1Y | -7.5% | +12.7% | -20.2% | -8.7% |
| 3Y | +110.2% | +85.6% | +24.6% | +85.9% |
| All | +69.5% | +84.3% | -14.8% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling