-8.9%
DASH vs SCHG
+124.5%
-133.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.8% |
| 7D | -4.1% | +4.6% | -8.7% | -10.3% |
| 30D | -10.6% | -6.2% | -4.4% | -2.2% |
| 3M | -18.8% | -3.5% | -15.3% | -14.8% |
| 6M | +11.2% | +0.9% | +10.3% | +9.1% |
| YTD | -23.8% | +5.6% | -29.4% | -29.8% |
| 1Y | -12.2% | +4.4% | -16.6% | -18.0% |
| 3Y | +97.3% | +80.1% | +17.2% | -25.4% |
| 5Y | -29.8% | +71.3% | -101.1% | -69.6% |
| All | -8.9% | +124.5% | -133.4% | -74.4% |
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