+85.6%
SCHG vs DVA
+89.6%
-4.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.9% |
| 7D | -1.0% | -1.3% | +0.3% | -1.0% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | +5.4% | -10.9% | +16.4% | +5.8% |
| 6M | +14.4% | +17.3% | -2.9% | +13.0% |
| YTD | +8.0% | +59.8% | -51.8% | +4.5% |
| 1Y | +12.7% | +36.3% | -23.5% | +10.7% |
| 3Y | +85.6% | +88.6% | -3.0% | +77.7% |
| All | +85.6% | +89.6% | -4.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling