+401.4%
TPR vs SCHG
+1,135.4%
-734.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -2.9% |
| 7D | -3.4% | -0.1% | -3.3% | -3.3% |
| 30D | -27.3% | -1.5% | -25.8% | -26.4% |
| 3M | -16.2% | +4.4% | -20.6% | -20.4% |
| 6M | -17.9% | +15.7% | -33.6% | -30.1% |
| YTD | -7.1% | +8.3% | -15.4% | -15.4% |
| 1Y | +13.6% | +14.2% | -0.6% | -2.2% |
| 3Y | +293.7% | +88.3% | +205.5% | +94.6% |
| 5Y | +239.1% | +83.5% | +155.6% | +70.3% |
| 10Y | +311.2% | +444.2% | -133.0% | -41.5% |
| All | +401.4% | +1,135.4% | -734.0% | -73.9% |
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 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