+60.7%
SCHD vs XLP
+33.4%
+27.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.6% |
| 7D | -1.1% | -1.4% | +0.3% | -0.1% |
| 30D | +1.5% | -1.3% | +2.8% | +2.4% |
| 3M | +7.4% | +1.8% | +5.6% | +5.8% |
| 6M | +12.4% | -0.8% | +13.2% | +12.7% |
| YTD | +27.5% | +9.5% | +18.0% | +18.1% |
| 1Y | +30.0% | +7.2% | +22.8% | +22.4% |
| 3Y | +56.5% | +27.1% | +29.4% | +27.6% |
| 5Y | +60.7% | +32.0% | +28.6% | +26.0% |
| All | +60.7% | +33.4% | +27.3% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling