+199.8%
TER vs SCHG
+16.6%
+183.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +7.2% |
| 7D | +0.6% | -0.7% | +1.3% | +1.9% |
| 30D | -8.3% | +0.2% | -8.5% | -9.1% |
| 3M | -12.2% | +2.2% | -14.5% | -15.6% |
| 6M | +17.0% | +15.0% | +2.0% | -10.3% |
| YTD | +84.6% | +9.2% | +75.4% | +55.5% |
| 1Y | +199.8% | +15.7% | +184.1% | +130.9% |
| All | +199.8% | +16.6% | +183.2% | +130.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling