+32.4%
XLV vs SCHG
+6.0%
+26.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.9% |
| 7D | +5.5% | -2.5% | +8.1% | +5.8% |
| 30D | +13.3% | -5.4% | +18.8% | +14.1% |
| 3M | +17.4% | -2.2% | +19.6% | +17.6% |
| 6M | +32.1% | +5.2% | +27.0% | +30.2% |
| YTD | +24.0% | +6.8% | +17.3% | +20.0% |
| All | +32.4% | +6.0% | +26.4% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling