+85.7%
SCHG vs XPO
+261.3%
-175.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.0% | -5.7% | +4.6% | +0.4% |
| 30D | -1.3% | -12.8% | +11.5% | +2.1% |
| 3M | +5.4% | -20.0% | +25.4% | +11.1% |
| 6M | +14.4% | -6.0% | +20.5% | +15.1% |
| YTD | +8.0% | +34.0% | -26.0% | -2.1% |
| 1Y | +12.7% | +35.6% | -22.8% | +1.1% |
| 3Y | +85.6% | +152.3% | -66.7% | +30.8% |
| All | +85.7% | +261.3% | -175.5% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling