+306.1%
VNQ vs SCHG
+1,132.2%
-826.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.1% |
| 7D | -1.3% | -1.0% | -0.2% | -0.6% |
| 30D | -2.6% | -1.3% | -1.3% | -1.8% |
| 3M | -2.0% | +5.4% | -7.5% | -5.8% |
| 6M | +4.3% | +14.4% | -10.1% | -5.5% |
| YTD | +9.2% | +8.0% | +1.2% | +2.7% |
| 1Y | +5.6% | +12.7% | -7.1% | -4.0% |
| 3Y | +30.8% | +85.6% | -54.8% | -19.8% |
| 5Y | +8.0% | +85.5% | -77.5% | -35.6% |
| 10Y | +63.7% | +456.0% | -392.3% | -62.9% |
| All | +306.1% | +1,132.2% | -826.2% | -60.9% |
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