+1,546.2%
DE vs SCHG
+1,132.2%
+413.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | -2.6% | -1.0% | -1.5% | -1.8% |
| 30D | +9.0% | -1.3% | +10.3% | +9.9% |
| 3M | +19.1% | +5.4% | +13.7% | +13.9% |
| 6M | +14.4% | +14.4% | 0.0% | +2.3% |
| YTD | +45.9% | +8.0% | +37.9% | +36.0% |
| 1Y | +43.6% | +12.7% | +30.9% | +28.7% |
| 3Y | +75.9% | +85.6% | -9.7% | +1.8% |
| 5Y | +98.8% | +85.5% | +13.2% | +10.4% |
| 10Y | +861.4% | +456.0% | +405.4% | +69.2% |
| All | +1,546.2% | +1,132.2% | +413.9% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling