+60.2%
SCHD vs XLI
+80.9%
-20.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -2.0% | -1.7% | -0.3% | -0.9% |
| 30D | -0.4% | -7.3% | +6.9% | +4.5% |
| 3M | +5.7% | -1.3% | +7.1% | +6.1% |
| 6M | +11.9% | +2.2% | +9.6% | +9.1% |
| YTD | +26.4% | +11.7% | +14.7% | +15.5% |
| 1Y | +27.6% | +14.3% | +13.3% | +14.4% |
| 3Y | +54.9% | +70.3% | -15.4% | +1.7% |
| All | +60.2% | +80.9% | -20.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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