+123.0%
XRT vs SCHG
+459.0%
-336.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | -3.2% | -1.0% | -2.2% | -2.4% |
| 30D | -4.5% | -1.3% | -3.2% | -3.5% |
| 3M | -3.1% | +5.4% | -8.5% | -7.3% |
| 6M | +4.2% | +14.4% | -10.2% | -7.0% |
| YTD | -0.1% | +8.0% | -8.1% | -6.7% |
| 1Y | -3.0% | +12.7% | -15.8% | -12.7% |
| 3Y | +41.8% | +85.6% | -43.8% | -17.6% |
| 5Y | -1.3% | +85.5% | -86.8% | -43.1% |
| All | +123.0% | +459.0% | -336.0% | -54.1% |
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