+60.2%
SCHD vs XBI
+19.1%
+41.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.0% | -4.6% | +2.7% | -0.9% |
| 30D | -0.4% | -2.0% | +1.6% | 0.0% |
| 3M | +5.7% | +17.8% | -12.1% | +1.6% |
| 6M | +11.9% | +23.7% | -11.8% | +5.9% |
| YTD | +26.4% | +28.2% | -1.8% | +18.4% |
| 1Y | +27.6% | +64.0% | -36.4% | +12.4% |
| 3Y | +54.9% | +99.4% | -44.5% | +28.3% |
| All | +60.2% | +19.1% | +41.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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