+1,122.9%
SCHG vs DGX
+424.2%
+698.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | -1.3% | -1.2% | -0.1% | -0.9% |
| 3M | +5.4% | +15.8% | -10.3% | -0.3% |
| 6M | +14.4% | +18.2% | -3.8% | +7.0% |
| YTD | +8.0% | +37.2% | -29.2% | -4.8% |
| 1Y | +12.7% | +30.4% | -17.6% | +0.9% |
| 3Y | +85.6% | +96.7% | -11.1% | +38.0% |
| 5Y | +85.5% | +67.2% | +18.3% | +45.5% |
| 10Y | +456.0% | +253.9% | +202.1% | +201.2% |
| All | +1,122.9% | +424.2% | +698.7% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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