+1,112.5%
SCHG vs XPO
+10,038.8%
-8,926.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | -2.2% | -10.4% | +8.1% | -0.3% |
| 3M | +6.2% | -15.7% | +21.8% | +9.3% |
| 6M | +13.4% | -6.3% | +19.7% | +14.0% |
| YTD | +7.1% | +34.2% | -27.1% | +0.1% |
| 1Y | +12.5% | +39.9% | -27.4% | +3.7% |
| 3Y | +86.2% | +155.2% | -69.1% | +49.0% |
| 5Y | +83.9% | +264.7% | -180.7% | +33.2% |
| 10Y | +451.3% | +1,500.1% | -1,048.8% | +209.8% |
| All | +1,112.5% | +10,038.8% | -8,926.3% | +430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling