+174.8%
EXE vs SCHG
+110.6%
+64.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -2.7% | -0.9% | -1.8% | -2.4% |
| 30D | -0.4% | -2.3% | +1.9% | +0.5% |
| 3M | +9.5% | +4.5% | +5.0% | +7.4% |
| 6M | -9.3% | +13.6% | -22.9% | -14.1% |
| YTD | -10.9% | +7.6% | -18.5% | -13.8% |
| 1Y | +4.3% | +13.0% | -8.7% | -1.3% |
| 3Y | +18.8% | +87.0% | -68.2% | -9.8% |
| 5Y | +101.4% | +82.9% | +18.6% | +47.6% |
| All | +174.8% | +110.6% | +64.2% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling