+58.3%
XLE vs SCHG
+85.5%
-27.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +8.5% | -2.3% | +10.8% | +9.1% |
| 3M | +14.6% | +4.5% | +10.1% | +13.1% |
| 6M | +17.6% | +13.6% | +4.0% | +13.0% |
| YTD | +48.1% | +7.6% | +40.5% | +45.0% |
| 1Y | +53.8% | +13.0% | +40.7% | +47.4% |
| All | +58.3% | +85.5% | -27.2% | +33.0% |
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