+253.9%
XLI vs SCHG
+459.0%
-205.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -1.7% | -1.0% | -0.6% | -0.9% |
| 30D | -7.3% | -1.3% | -6.0% | -6.5% |
| 3M | -1.3% | +5.4% | -6.8% | -5.1% |
| 6M | +2.2% | +14.4% | -12.2% | -7.2% |
| YTD | +11.7% | +8.0% | +3.7% | +5.4% |
| 1Y | +14.3% | +12.7% | +1.5% | +4.5% |
| 3Y | +70.3% | +85.6% | -15.3% | +7.3% |
| 5Y | +82.3% | +85.5% | -3.2% | +12.3% |
| All | +253.9% | +459.0% | -205.1% | -20.9% |
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