+71.4%
XLC vs SCHG
+86.3%
-14.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | +0.5% | -1.0% | +1.6% | +1.2% |
| 30D | +2.1% | -1.3% | +3.4% | +3.0% |
| 3M | +0.7% | +5.4% | -4.8% | -2.9% |
| 6M | -3.2% | +14.4% | -17.6% | -11.9% |
| YTD | -3.8% | +8.0% | -11.8% | -9.0% |
| 1Y | -2.0% | +12.7% | -14.8% | -10.3% |
| 3Y | +71.4% | +85.6% | -14.3% | +1.5% |
| All | +71.4% | +86.3% | -14.9% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling