+1,042.3%
SCHG vs DOC
+74.2%
+968.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -6.8% | +6.2% | -13.0% | -8.6% |
| 30D | -11.2% | +6.5% | -17.6% | -13.1% |
| 3M | -7.4% | -6.2% | -1.1% | -5.7% |
| 6M | -1.0% | +25.6% | -26.6% | -9.3% |
| YTD | +0.9% | +32.1% | -31.2% | -9.3% |
| 1Y | -0.2% | +20.3% | -20.4% | -7.5% |
| 3Y | +77.7% | +42.7% | +35.0% | +51.7% |
| 5Y | +62.9% | -22.2% | +85.1% | +70.6% |
| 10Y | +430.9% | +16.5% | +414.4% | +356.3% |
| All | +1,042.3% | +74.2% | +968.1% | +629.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling