+447.8%
SCHG vs XHB
+215.4%
+232.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | 0.0% |
| 7D | -1.0% | -4.6% | +3.6% | +1.4% |
| 30D | -1.3% | -9.1% | +7.9% | +3.7% |
| 3M | +5.4% | -8.6% | +14.0% | +9.9% |
| 6M | +14.4% | -4.0% | +18.4% | +15.4% |
| YTD | +8.0% | -3.9% | +12.0% | +8.2% |
| 1Y | +12.7% | -16.5% | +29.2% | +21.5% |
| 3Y | +85.6% | +22.6% | +63.0% | +54.1% |
| 5Y | +85.5% | +33.9% | +51.6% | +43.1% |
| All | +447.8% | +215.4% | +232.4% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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