+20.7%
XYZ vs SCHG
+5.5%
+15.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.3% | +14.0% | +13.4% |
| 7D | +16.5% | -2.5% | +19.0% | +20.9% |
| 30D | +15.0% | -5.4% | +20.4% | +24.7% |
| 3M | +3.5% | -2.2% | +5.7% | +6.8% |
| 6M | +21.9% | +5.2% | +16.7% | +12.6% |
| YTD | +34.6% | +6.8% | +27.8% | +22.1% |
| 1Y | +20.7% | +5.9% | +14.8% | +10.6% |
| All | +20.7% | +5.5% | +15.2% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling