+64.1%
SCHG vs DOC
-21.4%
+85.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -3.4% | +6.5% | -9.9% | -5.1% |
| 30D | -10.1% | +9.2% | -19.3% | -12.3% |
| 3M | -6.3% | -2.5% | -3.8% | -5.8% |
| 6M | -1.8% | +7.1% | -8.9% | -4.2% |
| YTD | +1.9% | +33.0% | -31.1% | -7.6% |
| 1Y | +2.6% | +23.3% | -20.6% | -4.7% |
| 3Y | +78.4% | +44.9% | +33.5% | +50.9% |
| All | +64.1% | -21.4% | +85.6% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling