+494.4%
TEAM vs SCHG
+459.0%
+35.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -1.0% |
| 7D | -5.2% | -1.0% | -4.2% | -3.9% |
| 30D | +15.8% | -1.3% | +17.0% | +18.0% |
| 3M | +101.5% | +5.4% | +96.0% | +89.8% |
| 6M | +138.2% | +14.4% | +123.8% | +102.6% |
| YTD | +10.8% | +8.0% | +2.8% | +1.5% |
| 1Y | +1.7% | +12.7% | -11.0% | -12.2% |
| 3Y | -16.0% | +85.6% | -101.6% | -61.3% |
| 5Y | -52.7% | +85.5% | -138.2% | -76.9% |
| All | +494.4% | +459.0% | +35.4% | -14.6% |
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