+99.4%
XBI vs SCHG
+86.3%
+13.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.0% |
| 7D | -4.6% | -1.0% | -3.6% | -3.9% |
| 30D | -2.0% | -1.3% | -0.7% | -1.1% |
| 3M | +17.8% | +5.4% | +12.3% | +13.2% |
| 6M | +23.7% | +14.4% | +9.3% | +12.1% |
| YTD | +28.2% | +8.0% | +20.2% | +20.8% |
| 1Y | +64.0% | +12.7% | +51.2% | +49.7% |
| 3Y | +99.4% | +85.6% | +13.8% | +25.8% |
| All | +99.4% | +86.3% | +13.1% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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