+85.6%
SCHG vs XYL
+15.7%
+69.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -1.0% | +1.2% | -2.2% | -1.5% |
| 30D | -1.3% | -11.9% | +10.7% | +3.8% |
| 3M | +5.4% | -1.5% | +7.0% | +5.3% |
| 6M | +14.4% | -11.9% | +26.3% | +19.5% |
| YTD | +8.0% | -20.6% | +28.6% | +17.6% |
| 1Y | +12.7% | -23.5% | +36.2% | +24.9% |
| 3Y | +85.6% | +14.9% | +70.8% | +70.3% |
| All | +85.6% | +15.7% | +69.9% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling