+284.5%
SCHD vs XLRE
+109.5%
+175.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -2.0% | -1.2% | -0.8% | -1.3% |
| 30D | -0.4% | -2.4% | +2.0% | +1.0% |
| 3M | +5.7% | -2.5% | +8.2% | +7.2% |
| 6M | +11.9% | +4.0% | +7.9% | +9.1% |
| YTD | +26.4% | +9.3% | +17.2% | +19.6% |
| 1Y | +27.6% | +5.6% | +22.0% | +23.1% |
| 3Y | +54.9% | +31.3% | +23.7% | +30.3% |
| 5Y | +60.9% | +9.5% | +51.4% | +48.7% |
| 10Y | +243.4% | +89.0% | +154.5% | +130.8% |
| All | +284.5% | +109.5% | +175.0% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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