+135.9%
XLU vs SCHG
+459.0%
-323.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | -3.3% | -1.3% | -2.0% | -2.9% |
| 3M | -3.2% | +5.4% | -8.6% | -5.3% |
| 6M | -7.0% | +14.4% | -21.4% | -12.1% |
| YTD | +0.6% | +8.0% | -7.4% | -2.9% |
| 1Y | +2.4% | +12.7% | -10.3% | -3.0% |
| 3Y | +46.3% | +85.6% | -39.4% | +9.6% |
| 5Y | +44.0% | +85.5% | -41.5% | +5.4% |
| All | +135.9% | +459.0% | -323.1% | -0.8% |
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