-99.9%
DFNS vs SCHG
+84.7%
-184.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.5% |
| 7D | -3.3% | -2.7% | -0.6% | -3.4% |
| 30D | -73.1% | -2.2% | -70.9% | -73.1% |
| 3M | -71.4% | +6.2% | -77.5% | -70.8% |
| 6M | -93.8% | +13.4% | -107.2% | -93.6% |
| YTD | -98.0% | +7.1% | -105.2% | -98.0% |
| 1Y | -98.2% | +12.5% | -110.7% | -98.1% |
| All | -99.9% | +84.7% | -184.6% | -99.9% |
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 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