+599.1%
XYZ vs SCHG
+459.0%
+140.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -1.3% |
| 7D | -4.3% | -1.0% | -3.2% | -2.5% |
| 30D | +1.2% | -1.3% | +2.5% | +3.7% |
| 3M | +14.6% | +5.4% | +9.2% | +4.6% |
| 6M | +22.6% | +14.4% | +8.1% | -2.7% |
| YTD | +21.7% | +8.0% | +13.7% | +7.5% |
| 1Y | +6.7% | +12.7% | -6.0% | -12.6% |
| 3Y | +46.8% | +85.6% | -38.8% | -51.1% |
| 5Y | -68.0% | +85.5% | -153.6% | -87.8% |
| All | +599.1% | +459.0% | +140.1% | -44.4% |
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 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