+3,592.3%
TER vs SCHG
+1,135.4%
+2,456.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +5.3% |
| 7D | +11.0% | -0.1% | +11.0% | +10.8% |
| 30D | -1.9% | -1.5% | -0.4% | -0.1% |
| 3M | -0.7% | +4.4% | -5.1% | -6.1% |
| 6M | +36.4% | +15.7% | +20.6% | +13.1% |
| YTD | +92.4% | +8.3% | +84.1% | +75.3% |
| 1Y | +213.5% | +14.2% | +199.3% | +168.6% |
| 3Y | +277.2% | +88.3% | +189.0% | +69.3% |
| 5Y | +219.1% | +83.5% | +135.7% | +51.1% |
| 10Y | +1,744.2% | +444.2% | +1,300.1% | +89.8% |
| All | +3,592.3% | +1,135.4% | +2,456.9% | +6.8% |
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