+315.4%
SCHG vs DBX
+20.9%
+294.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.8% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | -2.2% | +2.8% | -5.1% | -3.2% |
| 3M | +6.2% | +26.8% | -20.6% | -1.8% |
| 6M | +13.4% | +32.8% | -19.4% | +2.3% |
| YTD | +7.1% | +26.1% | -19.0% | -1.9% |
| 1Y | +12.5% | +14.1% | -1.6% | +5.9% |
| 3Y | +86.2% | +25.7% | +60.5% | +65.0% |
| 5Y | +83.9% | +11.2% | +72.8% | +64.2% |
| All | +315.4% | +20.9% | +294.5% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling