+177.8%
XLE vs SCHG
+459.0%
-281.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.2% |
| 7D | +1.7% | -1.0% | +2.7% | +2.3% |
| 30D | +6.7% | -1.3% | +8.0% | +7.4% |
| 3M | +14.9% | +5.4% | +9.4% | +10.8% |
| 6M | +15.9% | +14.4% | +1.5% | +5.5% |
| YTD | +47.7% | +8.0% | +39.7% | +39.1% |
| 1Y | +50.7% | +12.7% | +38.0% | +37.6% |
| 3Y | +57.9% | +85.6% | -27.7% | +1.0% |
| 5Y | +227.0% | +85.5% | +141.5% | +102.4% |
| All | +177.8% | +459.0% | -281.2% | -38.2% |
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