+1,122.9%
SCHG vs DKS
+667.7%
+455.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | -1.0% | -2.0% | +1.0% | -0.6% |
| 30D | -1.3% | -32.7% | +31.5% | +6.0% |
| 3M | +5.4% | -38.8% | +44.2% | +15.3% |
| 6M | +14.4% | -29.4% | +43.9% | +20.6% |
| YTD | +8.0% | -30.3% | +38.3% | +14.0% |
| 1Y | +12.7% | -39.6% | +52.3% | +22.4% |
| 3Y | +85.6% | +32.2% | +53.4% | +63.6% |
| 5Y | +85.5% | +15.1% | +70.4% | +61.4% |
| 10Y | +456.0% | +204.9% | +251.1% | +251.4% |
| All | +1,122.9% | +667.7% | +455.2% | +401.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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