+724.9%
DELL vs SCHG
+86.3%
+638.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.1% | +10.7% |
| 7D | +8.2% | -1.0% | +9.3% | +10.1% |
| 30D | +17.1% | -1.3% | +18.4% | +19.7% |
| 3M | +45.2% | +5.4% | +39.7% | +34.6% |
| 6M | +286.8% | +14.4% | +272.4% | +220.9% |
| YTD | +354.8% | +8.0% | +346.8% | +312.2% |
| 1Y | +358.3% | +12.7% | +345.5% | +290.5% |
| 3Y | +724.9% | +85.6% | +639.3% | +283.2% |
| All | +724.9% | +86.3% | +638.6% | +283.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling