+47.2%
XYZ vs SCHG
+85.5%
-38.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | +0.1% |
| 7D | -3.7% | -0.9% | -2.8% | -2.5% |
| 30D | +0.5% | -2.3% | +2.8% | +4.1% |
| 3M | +16.3% | +4.5% | +11.7% | +9.4% |
| 6M | +21.1% | +13.6% | +7.6% | +1.9% |
| YTD | +22.0% | +7.6% | +14.4% | +11.4% |
| 1Y | +5.2% | +13.0% | -7.9% | -10.3% |
| All | +47.2% | +85.5% | -38.3% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling