+1,851.9%
TER vs SCHG
+459.0%
+1,392.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.4% |
| 7D | +6.4% | -1.0% | +7.4% | +7.8% |
| 30D | -5.7% | -1.3% | -4.4% | -4.2% |
| 3M | -0.4% | +5.4% | -5.8% | -7.2% |
| 6M | +25.8% | +14.4% | +11.4% | +6.5% |
| YTD | +96.4% | +8.0% | +88.4% | +80.1% |
| 1Y | +229.2% | +12.7% | +216.5% | +188.7% |
| 3Y | +288.1% | +85.6% | +202.5% | +84.7% |
| 5Y | +219.9% | +85.5% | +134.4% | +56.0% |
| All | +1,851.9% | +459.0% | +1,392.9% | +142.7% |
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