+1,122.9%
SCHG vs DTE
+542.0%
+580.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | -1.0% | -2.6% | +1.5% | -0.1% |
| 30D | -1.3% | -4.4% | +3.1% | +0.4% |
| 3M | +5.4% | -8.3% | +13.8% | +8.8% |
| 6M | +14.4% | -8.1% | +22.5% | +17.5% |
| YTD | +8.0% | +4.4% | +3.6% | +5.1% |
| 1Y | +12.7% | +0.2% | +12.6% | +11.4% |
| 3Y | +85.6% | +42.6% | +43.0% | +54.6% |
| 5Y | +85.5% | +31.5% | +54.1% | +58.6% |
| 10Y | +456.0% | +138.2% | +317.8% | +235.9% |
| All | +1,122.9% | +542.0% | +580.9% | +234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling