+114.1%
DT vs SCHG
+243.7%
-129.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.6% |
| 7D | -1.6% | -1.0% | -0.6% | -0.5% |
| 30D | +3.0% | -1.3% | +4.3% | +4.6% |
| 3M | +26.5% | +5.4% | +21.1% | +19.2% |
| 6M | +35.9% | +14.4% | +21.5% | +16.2% |
| YTD | +17.8% | +8.0% | +9.8% | +7.8% |
| 1Y | +4.1% | +12.7% | -8.7% | -9.8% |
| 3Y | +5.3% | +85.6% | -80.3% | -51.4% |
| 5Y | -27.2% | +85.5% | -112.7% | -65.3% |
| All | +114.1% | +243.7% | -129.5% | -51.0% |
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