+238.6%
SCHD vs XHB
+215.4%
+23.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | -2.0% | -4.6% | +2.7% | +0.1% |
| 30D | -0.4% | -9.1% | +8.7% | +3.7% |
| 3M | +5.7% | -8.6% | +14.3% | +9.3% |
| 6M | +11.9% | -4.0% | +15.9% | +12.5% |
| YTD | +26.4% | -3.9% | +30.4% | +26.6% |
| 1Y | +27.6% | -16.5% | +44.1% | +35.9% |
| 3Y | +54.9% | +22.6% | +32.4% | +33.7% |
| 5Y | +60.9% | +33.9% | +27.0% | +29.6% |
| All | +238.6% | +215.4% | +23.2% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling