+41.8%
SCHD vs XLP
+24.3%
+17.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.2% |
| 7D | +3.2% | +5.9% | -2.7% | +0.2% |
| 30D | +10.7% | +13.5% | -2.8% | +3.8% |
| 3M | +7.8% | +8.4% | -0.6% | +3.4% |
| 6M | +16.7% | +11.5% | +5.2% | +10.3% |
| YTD | +35.3% | +20.6% | +14.6% | +20.8% |
| 1Y | +41.8% | +24.3% | +17.4% | +23.9% |
| All | +41.8% | +24.3% | +17.5% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling