+521.4%
DG vs SCHG
+1,121.7%
-600.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -6.3% | -2.7% | -3.6% | -5.2% |
| 30D | +2.4% | -2.2% | +4.6% | +3.4% |
| 3M | +12.4% | +6.2% | +6.3% | +9.6% |
| 6M | -14.9% | +13.4% | -28.3% | -19.2% |
| YTD | -6.1% | +7.1% | -13.2% | -8.8% |
| 1Y | +17.9% | +12.5% | +5.3% | +11.9% |
| 3Y | +3.1% | +86.2% | -83.0% | -24.6% |
| 5Y | -38.7% | +83.9% | -122.6% | -56.0% |
| 10Y | +99.6% | +451.3% | -351.6% | -24.1% |
| All | +521.4% | +1,121.7% | -600.3% | +55.6% |
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