+447.8%
SCHG vs XYL
+150.5%
+297.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -1.0% | +1.2% | -2.2% | -1.6% |
| 30D | -1.3% | -11.9% | +10.7% | +4.7% |
| 3M | +5.4% | -1.5% | +7.0% | +5.6% |
| 6M | +14.4% | -11.9% | +26.3% | +20.4% |
| YTD | +8.0% | -20.6% | +28.6% | +18.9% |
| 1Y | +12.7% | -23.5% | +36.2% | +26.3% |
| 3Y | +85.6% | +14.9% | +70.8% | +67.5% |
| 5Y | +85.5% | -15.3% | +100.8% | +88.4% |
| All | +447.8% | +150.5% | +297.4% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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