+991.8%
SCHG vs XYL
+454.2%
+537.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.2% |
| 30D | -2.2% | -13.2% | +11.0% | +4.0% |
| 3M | +6.2% | -0.2% | +6.3% | +5.6% |
| 6M | +13.4% | -12.5% | +25.9% | +19.3% |
| YTD | +7.1% | -20.9% | +28.0% | +17.4% |
| 1Y | +12.5% | -21.6% | +34.1% | +23.7% |
| 3Y | +86.2% | +16.1% | +70.0% | +69.1% |
| 5Y | +83.9% | -15.6% | +99.6% | +88.1% |
| 10Y | +451.3% | +147.7% | +303.6% | +252.1% |
| All | +991.8% | +454.2% | +537.6% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling