+1,117.7%
SCHG vs DD
+288.4%
+829.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.3% |
| 7D | -0.9% | -3.8% | +2.9% | +0.6% |
| 30D | -2.3% | -9.2% | +6.9% | +1.3% |
| 3M | +4.5% | -9.0% | +13.5% | +8.1% |
| 6M | +13.6% | -5.0% | +18.5% | +14.8% |
| YTD | +7.6% | +7.4% | +0.2% | +3.3% |
| 1Y | +13.0% | +35.1% | -22.1% | -1.3% |
| 3Y | +87.0% | +43.2% | +43.8% | +55.4% |
| 5Y | +82.9% | +59.6% | +23.2% | +43.8% |
| 10Y | +453.6% | +66.5% | +387.1% | +288.6% |
| All | +1,117.7% | +288.4% | +829.3% | +456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling