+278.4%
TER vs SCHG
+84.7%
+193.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -2.8% |
| 7D | +9.4% | -2.7% | +12.1% | +14.1% |
| 30D | -2.4% | -2.2% | -0.2% | +0.8% |
| 3M | +6.5% | +6.2% | +0.4% | -3.1% |
| 6M | +23.2% | +13.4% | +9.8% | +2.4% |
| YTD | +91.5% | +7.1% | +84.4% | +74.0% |
| 1Y | +214.8% | +12.5% | +202.3% | +168.9% |
| All | +278.4% | +84.7% | +193.7% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling