+83.9%
SCHG vs DAR
-6.7%
+90.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -2.7% | +0.9% | -3.7% | -2.9% |
| 30D | -2.2% | +6.4% | -8.6% | -3.6% |
| 3M | +6.2% | +13.2% | -7.1% | +3.2% |
| 6M | +13.4% | +26.2% | -12.8% | +7.3% |
| YTD | +7.1% | +84.4% | -77.3% | -6.5% |
| 1Y | +12.5% | +112.0% | -99.5% | -5.3% |
| 3Y | +86.2% | +13.4% | +72.8% | +77.2% |
| 5Y | +83.9% | -6.0% | +89.9% | +76.4% |
| All | +83.9% | -6.7% | +90.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling