+94.9%
VICI vs SCHG
+317.6%
-222.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -2.3% | -1.0% | -1.3% | -1.7% |
| 30D | -4.8% | -1.3% | -3.5% | -4.1% |
| 3M | -10.1% | +5.4% | -15.6% | -13.2% |
| 6M | -9.7% | +14.4% | -24.1% | -17.4% |
| YTD | -8.8% | +8.0% | -16.8% | -13.8% |
| 1Y | -20.2% | +12.7% | -33.0% | -27.0% |
| 3Y | -5.8% | +85.6% | -91.4% | -41.2% |
| 5Y | +9.5% | +85.5% | -76.0% | -33.2% |
| All | +94.9% | +317.6% | -222.6% | -35.4% |
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 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