+746.4%
TEAM vs SCHG
+461.3%
+285.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.6% |
| 7D | -4.7% | -0.9% | -3.8% | -3.5% |
| 30D | +17.0% | -2.3% | +19.3% | +20.9% |
| 3M | +85.9% | +4.5% | +81.4% | +77.0% |
| 6M | +116.7% | +13.6% | +103.1% | +85.9% |
| YTD | +9.6% | +7.6% | +2.1% | +0.9% |
| 1Y | -2.5% | +13.0% | -15.6% | -16.2% |
| 3Y | -14.0% | +87.0% | -101.0% | -60.9% |
| 5Y | -53.1% | +82.9% | -135.9% | -76.7% |
| 10Y | +502.9% | +453.6% | +49.3% | -19.5% |
| All | +746.4% | +461.3% | +285.1% | +8.5% |
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