+484.5%
XRT vs SCHG
+1,127.0%
-642.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.0% |
| 7D | -2.4% | -0.9% | -1.5% | -1.7% |
| 30D | -6.9% | -2.3% | -4.7% | -5.1% |
| 3M | -0.4% | +4.5% | -4.9% | -4.4% |
| 6M | +2.2% | +13.6% | -11.3% | -9.0% |
| YTD | -0.7% | +7.6% | -8.2% | -7.4% |
| 1Y | -2.0% | +13.0% | -15.0% | -12.8% |
| 3Y | +41.0% | +87.0% | -46.0% | -22.0% |
| 5Y | -3.3% | +82.9% | -86.2% | -45.8% |
| 10Y | +124.8% | +453.6% | -328.8% | -59.3% |
| All | +484.5% | +1,127.0% | -642.4% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling