+3,402.5%
SCHW vs DGX
+8,631.6%
-5,229.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.4% |
| 7D | -2.8% | -3.5% | +0.7% | -1.5% |
| 30D | -0.1% | -2.7% | +2.6% | +0.9% |
| 3M | +20.6% | +13.9% | +6.7% | +14.5% |
| 6M | +15.9% | +16.0% | -0.1% | +9.1% |
| YTD | +8.5% | +34.9% | -26.4% | -4.2% |
| 1Y | +17.8% | +30.6% | -12.7% | +5.1% |
| 3Y | +88.5% | +93.0% | -4.5% | +42.2% |
| 5Y | +60.6% | +64.4% | -3.8% | +27.2% |
| 10Y | +298.0% | +248.1% | +49.9% | +125.7% |
| All | +3,402.5% | +8,631.6% | -5,229.1% | +568.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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