+2.8%
SCHG vs DOC
+22.2%
-19.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.3% | +4.3% | -5.6% | -1.6% |
| 30D | -7.9% | +9.2% | -17.0% | -8.4% |
| 3M | -5.4% | -0.8% | -4.6% | -5.2% |
| 6M | -0.6% | +7.1% | -7.7% | -1.3% |
| YTD | +4.1% | +34.0% | -29.9% | +1.2% |
| 1Y | +2.8% | +23.2% | -20.4% | +0.5% |
| All | +2.8% | +22.2% | -19.4% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling