+559.1%
SCHD vs DG
+274.3%
+284.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.5% |
| 7D | -1.1% | -2.5% | +1.3% | -0.8% |
| 30D | +1.5% | +1.0% | +0.5% | +1.3% |
| 3M | +7.4% | +20.3% | -12.9% | +3.9% |
| 6M | +12.4% | -11.7% | +24.1% | +14.1% |
| YTD | +27.5% | -2.3% | +29.8% | +27.2% |
| 1Y | +30.0% | +20.0% | +10.0% | +24.6% |
| 3Y | +56.5% | +7.2% | +49.3% | +48.0% |
| 5Y | +60.7% | -37.9% | +98.6% | +69.2% |
| 10Y | +237.8% | +107.3% | +130.5% | +180.3% |
| All | +559.1% | +274.3% | +284.9% | +378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling