+447.8%
SCHG vs DTE
+137.8%
+310.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -1.0% | -2.6% | +1.5% | -0.2% |
| 30D | -1.3% | -4.4% | +3.1% | +0.2% |
| 3M | +5.4% | -8.3% | +13.8% | +8.3% |
| 6M | +14.4% | -8.1% | +22.5% | +17.1% |
| YTD | +8.0% | +4.4% | +3.6% | +5.5% |
| 1Y | +12.7% | +0.2% | +12.6% | +11.6% |
| 3Y | +85.6% | +42.6% | +43.0% | +57.9% |
| 5Y | +85.5% | +31.5% | +54.1% | +61.7% |
| All | +447.8% | +137.8% | +310.0% | +287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling