+60.3%
SCHD vs XLB
+32.8%
+27.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | -3.1% | -3.5% | +0.4% | -1.0% |
| 30D | -0.8% | -4.7% | +3.8% | +2.1% |
| 3M | +6.2% | +2.7% | +3.5% | +4.2% |
| 6M | +11.8% | +2.6% | +9.2% | +9.4% |
| YTD | +26.0% | +12.8% | +13.1% | +15.6% |
| 1Y | +28.1% | +14.0% | +14.2% | +16.6% |
| 3Y | +54.6% | +31.5% | +23.1% | +27.3% |
| 5Y | +60.3% | +33.4% | +26.9% | +28.9% |
| All | +60.3% | +32.8% | +27.5% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling