+44.8%
XLP vs SCHG
+79.3%
-34.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +2.5% | +2.7% | -0.2% | +2.4% |
| 30D | +7.3% | -5.2% | +12.5% | +7.5% |
| 3M | +8.1% | -5.2% | +13.3% | +8.3% |
| 6M | +10.5% | -0.6% | +11.1% | +10.3% |
| YTD | +21.2% | +4.7% | +16.4% | +20.4% |
| 1Y | +22.7% | +6.0% | +16.7% | +21.8% |
| 3Y | +44.8% | +78.9% | -34.1% | +28.2% |
| All | +44.8% | +79.3% | -34.5% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling