+420.8%
TPR vs SCHG
+1,145.2%
-724.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.9% |
| 7D | -2.3% | -0.7% | -1.6% | -1.6% |
| 30D | -23.0% | +0.2% | -23.2% | -23.5% |
| 3M | -12.5% | +2.2% | -14.7% | -15.1% |
| 6M | -21.4% | +15.0% | -36.5% | -32.7% |
| YTD | -3.5% | +9.2% | -12.7% | -12.9% |
| 1Y | +17.4% | +15.7% | +1.6% | -0.4% |
| 3Y | +291.3% | +87.3% | +204.0% | +94.5% |
| 5Y | +241.9% | +84.5% | +157.4% | +70.8% |
| 10Y | +322.7% | +448.7% | -126.0% | -40.4% |
| All | +420.8% | +1,145.2% | -724.4% | -73.1% |
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