+60.2%
SCHD vs XLC
+39.8%
+20.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | -0.4% | +2.1% | -2.5% | -1.3% |
| 3M | +5.7% | +0.7% | +5.0% | +5.2% |
| 6M | +11.9% | -3.2% | +15.1% | +13.2% |
| YTD | +26.4% | -3.8% | +30.2% | +28.1% |
| 1Y | +27.6% | -2.0% | +29.6% | +28.2% |
| 3Y | +54.9% | +71.4% | -16.4% | +20.6% |
| All | +60.2% | +39.8% | +20.4% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling