+281.9%
T vs SCHG
+1,127.0%
-845.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -3.1% | -0.9% | -2.2% | -2.8% |
| 30D | +4.6% | -2.3% | +6.9% | +5.4% |
| 3M | +12.2% | +4.5% | +7.7% | +10.2% |
| 6M | -6.5% | +13.6% | -20.0% | -11.2% |
| YTD | +4.9% | +7.6% | -2.7% | +1.4% |
| 1Y | -10.5% | +13.0% | -23.5% | -15.4% |
| 3Y | +104.6% | +87.0% | +17.6% | +51.1% |
| 5Y | +64.2% | +82.9% | -18.6% | +19.3% |
| 10Y | +68.4% | +453.6% | -385.2% | -35.9% |
| All | +281.9% | +1,127.0% | -845.1% | -7.3% |
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