+1,126.0%
SCHG vs DAR
+691.4%
+434.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.5% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | -1.5% | +13.0% | -14.4% | -4.6% |
| 3M | +4.4% | +15.0% | -10.6% | +0.3% |
| 6M | +15.7% | +26.8% | -11.1% | +8.0% |
| YTD | +8.3% | +86.4% | -78.1% | -8.5% |
| 1Y | +14.2% | +115.1% | -100.9% | -7.6% |
| 3Y | +88.3% | +14.6% | +73.6% | +72.4% |
| 5Y | +83.5% | -8.8% | +92.2% | +73.7% |
| 10Y | +444.2% | +356.5% | +87.7% | +205.1% |
| All | +1,126.0% | +691.4% | +434.6% | +439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling