-68.4%
XYZ vs SCHG
+82.0%
-150.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | +0.3% |
| 7D | -3.7% | -0.9% | -2.8% | -2.2% |
| 30D | +0.5% | -2.3% | +2.8% | +5.0% |
| 3M | +16.3% | +4.5% | +11.7% | +7.5% |
| 6M | +21.1% | +13.6% | +7.6% | -3.0% |
| YTD | +22.0% | +7.6% | +14.4% | +8.3% |
| 1Y | +5.2% | +13.0% | -7.9% | -14.8% |
| 3Y | +49.6% | +87.0% | -37.4% | -54.6% |
| 5Y | -68.4% | +82.9% | -151.3% | -88.7% |
| All | -68.4% | +82.0% | -150.5% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling