+85.6%
SCHG vs DBX
+27.0%
+58.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -1.0% | +2.1% | -3.1% | -1.5% |
| 30D | -1.3% | +5.7% | -7.0% | -2.5% |
| 3M | +5.4% | +31.8% | -26.4% | -1.1% |
| 6M | +14.4% | +37.5% | -23.0% | +5.4% |
| YTD | +8.0% | +27.9% | -19.9% | +1.3% |
| 1Y | +12.7% | +15.0% | -2.3% | +8.5% |
| 3Y | +85.6% | +27.2% | +58.4% | +65.3% |
| All | +85.6% | +27.0% | +58.6% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling