+62.6%
XYZ vs SCHG
+79.3%
-16.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.9% |
| 7D | -1.1% | +2.7% | -3.8% | -4.7% |
| 30D | +11.5% | -5.2% | +16.7% | +19.5% |
| 3M | +1.8% | -5.2% | +7.0% | +9.3% |
| 6M | +21.2% | -0.6% | +21.8% | +22.2% |
| YTD | +29.9% | +4.7% | +25.2% | +22.7% |
| 1Y | +35.8% | +6.0% | +29.7% | +25.9% |
| 3Y | +62.6% | +78.9% | -16.3% | -21.6% |
| All | +62.6% | +79.3% | -16.7% | -21.6% |
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 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