+169.7%
EXE vs SCHG
+111.5%
+58.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -3.1% | -1.0% | -2.1% | -2.8% |
| 30D | -0.9% | -1.3% | +0.3% | -0.5% |
| 3M | +9.6% | +5.4% | +4.1% | +7.2% |
| 6M | -11.6% | +14.4% | -26.0% | -16.5% |
| YTD | -12.6% | +8.0% | -20.6% | -15.6% |
| 1Y | +1.2% | +12.7% | -11.6% | -4.1% |
| 3Y | +18.0% | +85.6% | -67.6% | -10.0% |
| 5Y | +101.1% | +85.5% | +15.6% | +46.8% |
| All | +169.7% | +111.5% | +58.2% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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