+130.8%
DAL vs SCHG
+456.6%
-325.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.4% |
| 7D | +0.8% | -0.9% | +1.7% | +1.6% |
| 30D | -11.7% | -2.3% | -9.4% | -9.8% |
| 3M | -2.7% | +4.5% | -7.3% | -6.8% |
| 6M | +30.7% | +13.6% | +17.1% | +15.7% |
| YTD | +14.4% | +7.6% | +6.8% | +6.9% |
| 1Y | +31.2% | +13.0% | +18.2% | +16.8% |
| 3Y | +99.4% | +87.0% | +12.5% | +11.8% |
| 5Y | +98.6% | +82.9% | +15.7% | +12.5% |
| All | +130.8% | +456.6% | -325.8% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling