+28.4%
XLY vs SCHG
+84.3%
-55.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | -1.7% | -1.0% | -0.7% | -0.7% |
| 30D | -4.2% | -1.3% | -2.9% | -3.0% |
| 3M | -2.7% | +5.4% | -8.1% | -7.4% |
| 6M | -0.6% | +14.4% | -15.1% | -12.5% |
| YTD | -5.0% | +8.0% | -13.1% | -11.8% |
| 1Y | -4.1% | +12.7% | -16.8% | -14.5% |
| 3Y | +33.6% | +85.6% | -52.0% | -26.9% |
| All | +28.4% | +84.3% | -55.9% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling