+1,117.7%
SCHG vs EXEL
+679.8%
+437.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.9% | -0.3% | -0.5% | -0.8% |
| 30D | -2.3% | +10.1% | -12.4% | -3.5% |
| 3M | +4.5% | +10.1% | -5.6% | +3.1% |
| 6M | +13.6% | +37.7% | -24.1% | +8.8% |
| YTD | +7.6% | +33.1% | -25.5% | +3.3% |
| 1Y | +13.0% | +52.4% | -39.3% | +6.5% |
| 3Y | +87.0% | +163.8% | -76.8% | +61.8% |
| 5Y | +82.9% | +198.5% | -115.7% | +54.6% |
| 10Y | +453.6% | +386.9% | +66.7% | +321.6% |
| All | +1,117.7% | +679.8% | +437.9% | +650.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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