+102.4%
XLP vs SCHG
+454.2%
-351.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -2.5% | -2.7% | +0.2% | -1.6% |
| 30D | -1.9% | -2.2% | +0.3% | -1.1% |
| 3M | -2.1% | +6.2% | -8.3% | -4.4% |
| 6M | -1.8% | +13.4% | -15.2% | -6.6% |
| YTD | +8.3% | +7.1% | +1.2% | +5.1% |
| 1Y | +6.8% | +12.5% | -5.7% | +1.4% |
| 3Y | +25.7% | +86.2% | -60.5% | -5.4% |
| 5Y | +31.9% | +83.9% | -52.0% | -2.2% |
| All | +102.4% | +454.2% | -351.8% | -19.7% |
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