+7.2%
VNQ vs SCHG
+84.3%
-77.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | -1.3% | -1.0% | -0.2% | -0.8% |
| 30D | -2.6% | -1.3% | -1.3% | -2.0% |
| 3M | -2.0% | +5.4% | -7.5% | -4.6% |
| 6M | +4.3% | +14.4% | -10.1% | -2.5% |
| YTD | +9.2% | +8.0% | +1.2% | +4.8% |
| 1Y | +5.6% | +12.7% | -7.1% | -1.0% |
| 3Y | +30.8% | +85.6% | -54.8% | -8.2% |
| All | +7.2% | +84.3% | -77.1% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling