+553.0%
SCHD vs XLI
+607.4%
-54.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.2% |
| 7D | -2.6% | -0.6% | -2.1% | -2.2% |
| 30D | -0.3% | -6.9% | +6.6% | +4.9% |
| 3M | +6.1% | -1.9% | +8.0% | +7.0% |
| 6M | +11.7% | +1.0% | +10.7% | +9.8% |
| YTD | +26.3% | +11.3% | +15.0% | +15.3% |
| 1Y | +28.8% | +15.8% | +12.9% | +13.9% |
| 3Y | +55.0% | +69.8% | -14.8% | +1.9% |
| 5Y | +60.0% | +80.9% | -20.9% | -0.3% |
| 10Y | +243.1% | +257.2% | -14.1% | +27.8% |
| All | +553.0% | +607.4% | -54.4% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling