-99.9%
DFNS vs SCHG
+166.6%
-266.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.6% |
| 7D | +4.6% | -0.9% | +5.5% | +4.6% |
| 30D | -73.9% | -2.3% | -71.6% | -73.9% |
| 3M | -71.7% | +4.5% | -76.2% | -71.6% |
| 6M | -94.6% | +13.6% | -108.1% | -94.5% |
| YTD | -98.1% | +7.6% | -105.6% | -98.1% |
| 1Y | -98.3% | +13.0% | -111.3% | -98.3% |
| 3Y | -99.9% | +87.0% | -186.9% | -99.9% |
| 5Y | -99.9% | +82.9% | -182.7% | -99.9% |
| All | -99.9% | +166.6% | -266.5% | -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 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