+15.6%
U vs SCHG
+86.3%
-70.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +3.1% |
| 7D | +5.5% | -1.0% | +6.6% | +7.3% |
| 30D | -1.3% | -1.3% | 0.0% | +0.7% |
| 3M | +64.6% | +5.4% | +59.1% | +51.4% |
| 6M | +119.4% | +14.4% | +104.9% | +77.9% |
| YTD | -0.5% | +8.0% | -8.5% | -10.0% |
| 1Y | +1.3% | +12.7% | -11.4% | -13.0% |
| 3Y | +15.6% | +85.6% | -70.0% | -49.3% |
| All | +15.6% | +86.3% | -70.6% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling