-53.9%
DOCS vs SCHG
+99.0%
-152.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.5% | -6.4% |
| 7D | -7.3% | -0.1% | -7.3% | -7.2% |
| 30D | -10.9% | -1.5% | -9.4% | -9.1% |
| 3M | +20.3% | +4.4% | +15.9% | +14.6% |
| 6M | -3.6% | +15.7% | -19.4% | -19.8% |
| YTD | -44.9% | +8.3% | -53.2% | -50.3% |
| 1Y | -64.9% | +14.2% | -79.1% | -70.4% |
| 3Y | +7.6% | +88.3% | -80.6% | -54.3% |
| 5Y | -74.0% | +83.5% | -157.4% | -87.9% |
| All | -53.9% | +99.0% | -152.9% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling