+447.8%
SCHG vs XME
+421.4%
+26.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -1.0% | -4.2% | +3.2% | +0.5% |
| 30D | -1.3% | -2.7% | +1.4% | -0.5% |
| 3M | +5.4% | -3.9% | +9.4% | +6.4% |
| 6M | +14.4% | -1.0% | +15.4% | +13.5% |
| YTD | +8.0% | +9.8% | -1.8% | +2.2% |
| 1Y | +12.7% | +32.5% | -19.8% | -1.5% |
| 3Y | +85.6% | +124.3% | -38.7% | +29.9% |
| 5Y | +85.5% | +165.8% | -80.3% | +19.4% |
| All | +447.8% | +421.4% | +26.5% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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