+85.6%
SCHG vs DD
+41.1%
+44.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -1.0% | -3.5% | +2.5% | 0.0% |
| 30D | -1.3% | -11.7% | +10.4% | +2.4% |
| 3M | +5.4% | -9.2% | +14.7% | +8.4% |
| 6M | +14.4% | -7.2% | +21.6% | +16.3% |
| YTD | +8.0% | +6.6% | +1.4% | +4.6% |
| 1Y | +12.7% | +32.0% | -19.3% | +1.1% |
| 3Y | +85.6% | +42.1% | +43.5% | +59.6% |
| All | +85.6% | +41.1% | +44.5% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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