+143.7%
XLC vs SCHG
+283.6%
-139.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | +0.5% | -1.0% | +1.6% | +1.4% |
| 30D | +2.1% | -1.3% | +3.4% | +3.2% |
| 3M | +0.7% | +5.4% | -4.8% | -3.8% |
| 6M | -3.2% | +14.4% | -17.6% | -13.8% |
| YTD | -3.8% | +8.0% | -11.8% | -10.3% |
| 1Y | -2.0% | +12.7% | -14.8% | -12.1% |
| 3Y | +71.4% | +85.6% | -14.3% | -1.9% |
| 5Y | +40.7% | +85.5% | -44.8% | -20.2% |
| All | +143.7% | +283.6% | -139.9% | -29.7% |
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