-49.3%
TE vs SCHG
+84.3%
-133.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.7% |
| 7D | +0.2% | -1.0% | +1.3% | +1.8% |
| 30D | -5.9% | -1.3% | -4.7% | -3.7% |
| 3M | -45.6% | +5.4% | -51.0% | -48.9% |
| 6M | -43.4% | +14.4% | -57.8% | -52.1% |
| YTD | -31.0% | +8.0% | -39.0% | -36.1% |
| 1Y | +145.2% | +12.7% | +132.5% | +117.9% |
| 3Y | -24.1% | +85.6% | -109.7% | -63.2% |
| All | -49.3% | +84.3% | -133.7% | -71.8% |
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 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