-35.7%
U vs SCHG
+156.3%
-192.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +2.8% |
| 7D | +5.5% | -1.0% | +6.6% | +7.7% |
| 30D | -1.3% | -1.3% | 0.0% | +1.1% |
| 3M | +64.6% | +5.4% | +59.1% | +48.3% |
| 6M | +119.4% | +14.4% | +104.9% | +68.1% |
| YTD | -0.5% | +8.0% | -8.5% | -12.7% |
| 1Y | +1.3% | +12.7% | -11.4% | -17.2% |
| 3Y | +15.6% | +85.6% | -70.0% | -66.5% |
| 5Y | -67.5% | +85.5% | -153.0% | -89.1% |
| All | -35.7% | +156.3% | -192.0% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling