+255.9%
SCHD vs XLP
+129.0%
+126.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.4% |
| 7D | +0.8% | +2.3% | -1.6% | -1.2% |
| 30D | +8.4% | +9.1% | -0.7% | +0.3% |
| 3M | +5.6% | +7.9% | -2.2% | -1.4% |
| 6M | +15.1% | +9.6% | +5.5% | +5.6% |
| YTD | +33.8% | +19.4% | +14.4% | +13.2% |
| 1Y | +38.5% | +22.4% | +16.2% | +14.6% |
| 3Y | +72.7% | +43.2% | +29.5% | +22.3% |
| 5Y | +63.1% | +42.6% | +20.5% | +15.0% |
| 10Y | +255.9% | +135.4% | +120.5% | +66.7% |
| All | +255.9% | +129.0% | +126.9% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling