+172.8%
SCHD vs XLC
+142.6%
+30.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | -1.1% | +0.6% | -1.7% | -1.5% |
| 30D | +1.5% | +0.2% | +1.3% | +1.3% |
| 3M | +7.4% | +0.6% | +6.8% | +6.8% |
| 6M | +12.4% | -4.5% | +16.9% | +14.8% |
| YTD | +27.5% | -4.7% | +32.2% | +30.3% |
| 1Y | +30.0% | -1.7% | +31.7% | +30.3% |
| 3Y | +56.5% | +72.3% | -15.8% | +12.2% |
| 5Y | +60.7% | +37.8% | +22.9% | +31.3% |
| All | +172.8% | +142.6% | +30.2% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling