+24.2%
SCHO price history and return analytics
+417.2%
-393.0%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -0.6% | +2.9% | -3.5% | -0.6% |
| 30D | +0.3% | -2.5% | +2.8% | +0.2% |
| 3M | 0.0% | -3.3% | +3.3% | 0.0% |
| 6M | +0.7% | +1.5% | -0.9% | +0.7% |
| YTD | +1.0% | +11.4% | -10.3% | +1.1% |
| 1Y | +1.6% | +11.9% | -10.3% | +1.7% |
| 3Y | +12.6% | +73.9% | -61.3% | +13.2% |
| 5Y | +10.6% | +57.9% | -47.3% | +11.0% |
| 10Y | +19.5% | +222.6% | -203.2% | +21.2% |
| All | +24.2% | +417.2% | -393.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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