+147.8%
XEL vs SCHG
+459.0%
-311.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.1% |
| 7D | -0.3% | -1.0% | +0.8% | 0.0% |
| 30D | -3.9% | -1.3% | -2.7% | -3.6% |
| 3M | -2.8% | +5.4% | -8.3% | -4.5% |
| 6M | -5.4% | +14.4% | -19.8% | -9.6% |
| YTD | +3.8% | +8.0% | -4.3% | +0.8% |
| 1Y | +6.8% | +12.7% | -5.9% | +2.2% |
| 3Y | +45.6% | +85.6% | -40.0% | +13.1% |
| 5Y | +30.7% | +85.5% | -54.8% | -0.8% |
| All | +147.8% | +459.0% | -311.2% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling