+788.5%
XLK vs SCHG
+459.0%
+329.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.4% |
| 7D | +0.2% | -1.0% | +1.2% | +1.4% |
| 30D | -0.6% | -1.3% | +0.6% | +0.8% |
| 3M | +2.6% | +5.4% | -2.9% | -3.1% |
| 6M | +34.0% | +14.4% | +19.6% | +16.1% |
| YTD | +30.7% | +8.0% | +22.6% | +20.8% |
| 1Y | +39.2% | +12.7% | +26.5% | +23.0% |
| 3Y | +120.4% | +85.6% | +34.8% | +14.5% |
| 5Y | +148.8% | +85.5% | +63.3% | +29.3% |
| All | +788.5% | +459.0% | +329.5% | +37.7% |
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