+438.9%
SCHG vs DOC
+21.5%
+417.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | -6.2% | +6.6% | -12.8% | -8.1% |
| 3M | -3.5% | -1.1% | -2.4% | -3.4% |
| 6M | +0.9% | +4.8% | -3.9% | -1.1% |
| YTD | +5.6% | +32.1% | -26.5% | -4.7% |
| 1Y | +4.4% | +21.9% | -17.4% | -3.3% |
| 3Y | +80.1% | +51.4% | +28.7% | +51.5% |
| 5Y | +71.3% | -21.2% | +92.4% | +79.2% |
| All | +438.9% | +21.5% | +417.4% | +393.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling