+238.6%
SCHD vs DG
+101.8%
+136.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -2.0% | -6.5% | +4.5% | -0.8% |
| 30D | -0.4% | +4.2% | -4.6% | -1.2% |
| 3M | +5.7% | +9.5% | -3.8% | +3.8% |
| 6M | +11.9% | -13.1% | +25.0% | +14.0% |
| YTD | +26.4% | -4.8% | +31.3% | +26.7% |
| 1Y | +27.6% | +20.6% | +7.0% | +22.0% |
| 3Y | +54.9% | +4.9% | +50.0% | +46.5% |
| 5Y | +60.9% | -37.9% | +98.8% | +72.0% |
| All | +238.6% | +101.8% | +136.9% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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