+380.1%
XLU vs SCHG
+1,132.2%
-752.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | -3.3% | -1.3% | -2.0% | -2.8% |
| 3M | -3.2% | +5.4% | -8.6% | -5.5% |
| 6M | -7.0% | +14.4% | -21.4% | -12.5% |
| YTD | +0.6% | +8.0% | -7.4% | -3.2% |
| 1Y | +2.4% | +12.7% | -10.3% | -3.4% |
| 3Y | +46.3% | +85.6% | -39.4% | +7.9% |
| 5Y | +44.0% | +85.5% | -41.5% | +3.5% |
| 10Y | +140.1% | +456.0% | -315.9% | -5.0% |
| All | +380.1% | +1,132.2% | -752.1% | +18.0% |
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