+82.5%
SCHG vs DOC
+49.4%
+33.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.1% | +2.6% |
| 7D | +0.3% | +5.9% | -5.6% | -0.5% |
| 30D | -7.2% | +10.3% | -17.5% | -8.6% |
| 3M | -4.7% | -2.2% | -2.5% | -4.3% |
| 6M | +0.1% | +8.2% | -8.1% | -1.3% |
| YTD | +4.8% | +35.4% | -30.5% | -1.0% |
| 1Y | +5.8% | +23.6% | -17.9% | +1.6% |
| 3Y | +82.5% | +57.3% | +25.3% | +68.9% |
| All | +82.5% | +49.4% | +33.1% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling