+533.2%
XYZ vs SCHG
+465.2%
+68.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | +0.8% |
| 7D | -1.0% | -0.7% | -0.3% | +0.3% |
| 30D | -1.7% | +0.2% | -1.9% | -1.9% |
| 3M | +16.7% | +2.2% | +14.5% | +12.5% |
| 6M | +26.9% | +15.0% | +11.8% | +0.2% |
| YTD | +27.1% | +9.2% | +18.0% | +10.6% |
| 1Y | +9.3% | +15.7% | -6.5% | -14.1% |
| 3Y | +42.3% | +87.3% | -45.0% | -52.1% |
| 5Y | -69.3% | +84.5% | -153.8% | -87.9% |
| 10Y | +586.8% | +448.7% | +138.1% | -38.7% |
| All | +533.2% | +465.2% | +68.0% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling