+46.3%
LYB vs SCHG
+459.0%
-412.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.6% |
| 7D | +0.3% | -1.0% | +1.3% | +1.0% |
| 30D | +2.5% | -1.3% | +3.7% | +3.2% |
| 3M | +1.4% | +5.4% | -4.1% | -3.0% |
| 6M | -3.5% | +14.4% | -17.9% | -14.2% |
| YTD | +52.0% | +8.0% | +44.0% | +40.9% |
| 1Y | +22.1% | +12.7% | +9.3% | +9.3% |
| 3Y | -22.8% | +85.6% | -108.4% | -54.4% |
| 5Y | -3.4% | +85.5% | -88.9% | -45.0% |
| All | +46.3% | +459.0% | -412.7% | -73.2% |
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