+165.4%
W vs SCHG
+531.5%
-366.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.4% |
| 7D | +5.9% | -0.9% | +6.8% | +7.5% |
| 30D | -3.0% | -2.3% | -0.8% | +1.1% |
| 3M | +40.3% | +4.5% | +35.8% | +31.1% |
| 6M | +32.2% | +13.6% | +18.7% | +7.4% |
| YTD | -0.3% | +7.6% | -7.9% | -10.0% |
| 1Y | +16.2% | +13.0% | +3.1% | -4.5% |
| 3Y | +40.7% | +87.0% | -46.3% | -49.8% |
| 5Y | -62.3% | +82.9% | -145.2% | -83.8% |
| 10Y | +162.2% | +453.6% | -291.4% | -75.4% |
| All | +165.4% | +531.5% | -366.0% | -78.6% |
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