+169.4%
XLV vs SCHG
+459.0%
-289.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | -3.6% | -1.0% | -2.5% | -3.0% |
| 30D | -1.8% | -1.3% | -0.6% | -1.2% |
| 3M | +7.8% | +5.4% | +2.3% | +4.6% |
| 6M | +9.1% | +14.4% | -5.3% | +1.1% |
| YTD | +7.7% | +8.0% | -0.3% | +2.8% |
| 1Y | +20.4% | +12.7% | +7.7% | +12.0% |
| 3Y | +30.8% | +85.6% | -54.8% | -10.7% |
| 5Y | +34.6% | +85.5% | -50.9% | -10.0% |
| All | +169.4% | +459.0% | -289.6% | -28.2% |
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 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