+851.5%
DE vs SCHG
+459.0%
+392.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -2.6% | -1.0% | -1.5% | -1.9% |
| 30D | +9.0% | -1.3% | +10.3% | +9.8% |
| 3M | +19.1% | +5.4% | +13.7% | +14.7% |
| 6M | +14.4% | +14.4% | 0.0% | +3.9% |
| YTD | +45.9% | +8.0% | +37.9% | +37.4% |
| 1Y | +43.6% | +12.7% | +30.9% | +30.8% |
| 3Y | +75.9% | +85.6% | -9.7% | +9.6% |
| 5Y | +98.8% | +85.5% | +13.2% | +20.4% |
| All | +851.5% | +459.0% | +392.5% | +102.2% |
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