+793.4%
XBI vs SCHG
+1,132.2%
-338.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.3% |
| 7D | -4.6% | -1.0% | -3.6% | -3.6% |
| 30D | -2.0% | -1.3% | -0.7% | -0.8% |
| 3M | +17.8% | +5.4% | +12.3% | +11.0% |
| 6M | +23.7% | +14.4% | +9.3% | +7.2% |
| YTD | +28.2% | +8.0% | +20.2% | +17.8% |
| 1Y | +64.0% | +12.7% | +51.2% | +43.6% |
| 3Y | +99.4% | +85.6% | +13.8% | -1.0% |
| 5Y | +19.3% | +85.5% | -66.2% | -41.0% |
| 10Y | +158.7% | +456.0% | -297.3% | -66.8% |
| All | +793.4% | +1,132.2% | -338.8% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling