+434.8%
XLP vs SCHG
+1,087.5%
-652.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +2.3% | -1.3% | +3.6% | +2.8% |
| 30D | +9.1% | -7.9% | +17.0% | +12.5% |
| 3M | +7.9% | -5.4% | +13.3% | +10.0% |
| 6M | +9.6% | -0.6% | +10.2% | +9.1% |
| YTD | +19.4% | +4.1% | +15.3% | +16.3% |
| 1Y | +22.4% | +2.8% | +19.6% | +19.6% |
| 3Y | +43.2% | +77.7% | -34.5% | +6.1% |
| 5Y | +42.6% | +71.3% | -28.7% | +5.1% |
| 10Y | +135.4% | +429.5% | -294.0% | -11.3% |
| All | +434.8% | +1,087.5% | -652.7% | +27.2% |
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 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