+480.9%
SCHG vs XLRE
+109.5%
+371.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -1.0% | -1.2% | +0.1% | -0.3% |
| 30D | -1.3% | -2.4% | +1.1% | +0.2% |
| 3M | +5.4% | -2.5% | +7.9% | +6.8% |
| 6M | +14.4% | +4.0% | +10.4% | +11.0% |
| YTD | +8.0% | +9.3% | -1.3% | +1.4% |
| 1Y | +12.7% | +5.6% | +7.1% | +8.0% |
| 3Y | +85.6% | +31.3% | +54.3% | +51.4% |
| 5Y | +85.5% | +9.5% | +76.0% | +70.5% |
| 10Y | +456.0% | +89.0% | +367.0% | +266.8% |
| All | +480.9% | +109.5% | +371.4% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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