+99.6%
DE vs SCHG
+84.3%
+15.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -2.6% | -1.0% | -1.5% | -2.1% |
| 30D | +9.0% | -1.3% | +10.3% | +9.5% |
| 3M | +19.1% | +5.4% | +13.7% | +16.2% |
| 6M | +14.4% | +14.4% | 0.0% | +7.4% |
| YTD | +45.9% | +8.0% | +37.9% | +40.3% |
| 1Y | +43.6% | +12.7% | +30.9% | +35.0% |
| 3Y | +75.9% | +85.6% | -9.7% | +29.1% |
| All | +99.6% | +84.3% | +15.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling