+1,903.4%
XLK vs SCHG
+1,132.2%
+771.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.4% |
| 7D | +0.2% | -1.0% | +1.2% | +1.3% |
| 30D | -0.6% | -1.3% | +0.6% | +0.7% |
| 3M | +2.6% | +5.4% | -2.9% | -2.9% |
| 6M | +34.0% | +14.4% | +19.6% | +16.8% |
| YTD | +30.7% | +8.0% | +22.6% | +21.2% |
| 1Y | +39.2% | +12.7% | +26.5% | +23.6% |
| 3Y | +120.4% | +85.6% | +34.8% | +17.7% |
| 5Y | +148.8% | +85.5% | +63.3% | +32.7% |
| 10Y | +803.3% | +456.0% | +347.3% | +62.4% |
| All | +1,903.4% | +1,132.2% | +771.2% | +73.0% |
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 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