+238.6%
SCHD vs XLB
+163.8%
+74.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -2.0% | -2.8% | +0.9% | 0.0% |
| 30D | -0.4% | -3.1% | +2.7% | +1.7% |
| 3M | +5.7% | -0.2% | +5.9% | +5.6% |
| 6M | +11.9% | +3.1% | +8.8% | +8.8% |
| YTD | +26.4% | +13.3% | +13.2% | +14.7% |
| 1Y | +27.6% | +12.0% | +15.6% | +16.5% |
| 3Y | +54.9% | +31.4% | +23.5% | +25.2% |
| 5Y | +60.9% | +33.9% | +27.0% | +26.5% |
| All | +238.6% | +163.8% | +74.8% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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