+218.7%
TPR vs SCHG
+82.0%
+136.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | -7.3% | -0.9% | -6.4% | -6.6% |
| 30D | -30.7% | -2.3% | -28.4% | -29.5% |
| 3M | -21.6% | +4.5% | -26.1% | -24.9% |
| 6M | -21.3% | +13.6% | -34.9% | -30.1% |
| YTD | -10.2% | +7.6% | -17.7% | -16.4% |
| 1Y | +9.5% | +13.0% | -3.5% | -2.4% |
| 3Y | +280.8% | +87.0% | +193.8% | +114.8% |
| 5Y | +218.7% | +82.9% | +135.9% | +77.3% |
| All | +218.7% | +82.0% | +136.7% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling