+529.3%
XEL vs SCHG
+1,132.2%
-602.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.2% |
| 7D | -0.3% | -1.0% | +0.8% | +0.1% |
| 30D | -3.9% | -1.3% | -2.7% | -3.5% |
| 3M | -2.8% | +5.4% | -8.3% | -4.8% |
| 6M | -5.4% | +14.4% | -19.8% | -10.2% |
| YTD | +3.8% | +8.0% | -4.3% | +0.4% |
| 1Y | +6.8% | +12.7% | -5.9% | +1.5% |
| 3Y | +45.6% | +85.6% | -40.0% | +10.5% |
| 5Y | +30.7% | +85.5% | -54.8% | -3.3% |
| 10Y | +151.7% | +456.0% | -304.3% | +6.6% |
| All | +529.3% | +1,132.2% | -602.9% | +70.0% |
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