+4,521.4%
DELL vs SCHG
+437.7%
+4,083.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.9% |
| 7D | -1.9% | -2.7% | +0.8% | +0.9% |
| 30D | +14.9% | -2.2% | +17.1% | +17.7% |
| 3M | +37.2% | +6.2% | +31.1% | +29.5% |
| 6M | +254.0% | +13.4% | +240.6% | +214.1% |
| YTD | +306.1% | +7.1% | +299.0% | +282.7% |
| 1Y | +312.3% | +12.5% | +299.8% | +271.0% |
| 3Y | +654.0% | +86.2% | +567.8% | +341.6% |
| 5Y | +1,055.3% | +83.9% | +971.4% | +570.2% |
| 10Y | +3,948.9% | +451.3% | +3,497.7% | +707.7% |
| All | +4,521.4% | +437.7% | +4,083.7% | +845.9% |
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