+329.3%
XLB vs SCHG
+1,127.0%
-797.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | -2.9% | -0.9% | -2.1% | -2.3% |
| 30D | -3.4% | -2.3% | -1.1% | -1.6% |
| 3M | +1.6% | +4.5% | -2.9% | -2.2% |
| 6M | +3.6% | +13.6% | -9.9% | -7.0% |
| YTD | +14.2% | +7.6% | +6.7% | +7.0% |
| 1Y | +15.6% | +13.0% | +2.5% | +3.6% |
| 3Y | +33.1% | +87.0% | -53.9% | -24.2% |
| 5Y | +35.0% | +82.9% | -47.8% | -24.0% |
| 10Y | +164.5% | +453.6% | -289.1% | -55.0% |
| All | +329.3% | +1,127.0% | -797.7% | -71.1% |
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 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