+159.8%
XLB vs SCHG
+459.0%
-299.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -2.8% | -1.0% | -1.8% | -2.1% |
| 30D | -3.1% | -1.3% | -1.8% | -2.3% |
| 3M | -0.2% | +5.4% | -5.6% | -3.9% |
| 6M | +3.1% | +14.4% | -11.3% | -6.3% |
| YTD | +13.3% | +8.0% | +5.2% | +6.9% |
| 1Y | +12.0% | +12.7% | -0.7% | +2.4% |
| 3Y | +31.4% | +85.6% | -54.2% | -17.6% |
| 5Y | +33.9% | +85.5% | -51.6% | -17.9% |
| All | +159.8% | +459.0% | -299.2% | -41.3% |
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