-2.3%
XRT vs SCHG
+82.7%
-85.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -3.6% | -2.7% | -0.8% | -1.4% |
| 30D | -6.7% | -2.2% | -4.5% | -5.0% |
| 3M | -1.4% | +6.2% | -7.6% | -6.2% |
| 6M | +1.7% | +13.4% | -11.7% | -8.5% |
| YTD | -1.5% | +7.1% | -8.6% | -7.2% |
| 1Y | -2.5% | +12.5% | -15.0% | -12.0% |
| 3Y | +39.9% | +86.2% | -46.3% | -20.1% |
| All | -2.3% | +82.7% | -85.0% | -44.7% |
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