+170.5%
SCHD vs XLC
+145.0%
+25.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | -0.4% | +2.1% | -2.5% | -1.6% |
| 3M | +5.7% | +0.7% | +5.0% | +5.1% |
| 6M | +11.9% | -3.2% | +15.1% | +13.5% |
| YTD | +26.4% | -3.8% | +30.2% | +28.5% |
| 1Y | +27.6% | -2.0% | +29.6% | +28.2% |
| 3Y | +54.9% | +71.4% | -16.4% | +11.5% |
| 5Y | +60.9% | +40.7% | +20.2% | +29.8% |
| All | +170.5% | +145.0% | +25.6% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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