+566.6%
SCHD vs XLP
+307.0%
+259.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -0.3% | -1.0% | +0.7% | +0.6% |
| 30D | +3.4% | -0.9% | +4.3% | +4.2% |
| 3M | +7.6% | +3.8% | +3.8% | +3.8% |
| 6M | +12.2% | -1.7% | +13.9% | +13.3% |
| YTD | +29.0% | +10.3% | +18.7% | +17.2% |
| 1Y | +30.3% | +7.8% | +22.5% | +20.7% |
| 3Y | +56.1% | +27.2% | +28.9% | +23.4% |
| 5Y | +60.4% | +32.5% | +27.9% | +21.2% |
| 10Y | +241.3% | +101.8% | +139.5% | +75.5% |
| All | +566.6% | +307.0% | +259.6% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling