+277.8%
XLE vs SCHG
+1,135.4%
-857.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.7% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +12.6% | -1.5% | +14.1% | +13.7% |
| 3M | +11.8% | +4.4% | +7.4% | +7.5% |
| 6M | +16.1% | +15.7% | +0.4% | +2.2% |
| YTD | +46.9% | +8.3% | +38.6% | +35.7% |
| 1Y | +53.3% | +14.2% | +39.0% | +35.2% |
| 3Y | +54.9% | +88.3% | -33.3% | -12.1% |
| 5Y | +225.7% | +83.5% | +142.2% | +79.3% |
| 10Y | +170.7% | +444.2% | -273.5% | -55.4% |
| All | +277.8% | +1,135.4% | -857.6% | -75.5% |
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 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