+553.6%
SCHD vs XBI
+672.0%
-118.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.0% | -4.6% | +2.7% | -0.8% |
| 30D | -0.4% | -2.0% | +1.6% | 0.0% |
| 3M | +5.7% | +17.8% | -12.1% | +1.2% |
| 6M | +11.9% | +23.7% | -11.8% | +5.4% |
| YTD | +26.4% | +28.2% | -1.8% | +17.8% |
| 1Y | +27.6% | +64.0% | -36.4% | +11.5% |
| 3Y | +54.9% | +99.4% | -44.5% | +27.1% |
| 5Y | +60.9% | +19.3% | +41.6% | +46.1% |
| 10Y | +243.4% | +158.7% | +84.7% | +149.9% |
| All | +553.6% | +672.0% | -118.5% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling