+1,117.7%
SCHG vs DRI
+1,022.5%
+95.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | -0.9% | -4.8% | +3.9% | +0.6% |
| 30D | -2.3% | -3.9% | +1.6% | -1.3% |
| 3M | +4.5% | +5.1% | -0.6% | +2.6% |
| 6M | +13.6% | +5.5% | +8.1% | +11.0% |
| YTD | +7.6% | +16.5% | -8.9% | +1.7% |
| 1Y | +13.0% | +2.0% | +11.1% | +10.8% |
| 3Y | +87.0% | +54.5% | +32.5% | +59.0% |
| 5Y | +82.9% | +66.6% | +16.3% | +50.6% |
| 10Y | +453.6% | +353.6% | +100.0% | +200.3% |
| All | +1,117.7% | +1,022.5% | +95.2% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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