+384.8%
XLP vs SCHG
+1,127.0%
-742.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -2.9% | -0.9% | -2.0% | -2.5% |
| 30D | -2.2% | -2.3% | +0.1% | -1.3% |
| 3M | -0.6% | +4.5% | -5.1% | -2.6% |
| 6M | -2.2% | +13.6% | -15.7% | -7.7% |
| YTD | +8.3% | +7.6% | +0.7% | +4.3% |
| 1Y | +5.7% | +13.0% | -7.3% | -0.6% |
| 3Y | +25.7% | +87.0% | -61.3% | -8.8% |
| 5Y | +31.3% | +82.9% | -51.6% | -6.0% |
| 10Y | +106.2% | +453.6% | -347.5% | -23.6% |
| All | +384.8% | +1,127.0% | -742.2% | +14.1% |
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