+605.1%
DIA vs SCHG
+1,127.0%
-521.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.3% |
| 7D | -1.2% | -0.9% | -0.4% | -0.6% |
| 30D | -2.7% | -2.3% | -0.4% | -1.1% |
| 3M | +3.3% | +4.5% | -1.2% | -0.1% |
| 6M | +10.4% | +13.6% | -3.1% | +0.4% |
| YTD | +10.0% | +7.6% | +2.4% | +3.9% |
| 1Y | +16.2% | +13.0% | +3.1% | +5.6% |
| 3Y | +58.7% | +87.0% | -28.2% | -2.9% |
| 5Y | +63.6% | +82.9% | -19.3% | -1.1% |
| 10Y | +251.0% | +453.6% | -202.6% | -19.0% |
| All | +605.1% | +1,127.0% | -521.9% | -15.9% |
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