+243.1%
SCHD vs XLP
+102.3%
+140.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | +0.1% |
| 7D | -2.6% | -2.9% | +0.3% | -0.1% |
| 30D | -0.3% | -2.2% | +1.9% | +1.6% |
| 3M | +6.1% | -0.6% | +6.7% | +6.3% |
| 6M | +11.7% | -2.2% | +13.9% | +13.3% |
| YTD | +26.3% | +8.3% | +18.1% | +16.7% |
| 1Y | +28.8% | +5.7% | +23.0% | +21.4% |
| 3Y | +55.0% | +25.7% | +29.4% | +23.7% |
| 5Y | +60.0% | +31.3% | +28.7% | +21.6% |
| 10Y | +243.1% | +106.2% | +137.0% | +79.3% |
| All | +243.1% | +102.3% | +140.8% | +79.3% |
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