+553.6%
SCHD vs XLU
+307.3%
+246.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.0% | -1.6% | -0.4% | -1.1% |
| 30D | -0.4% | -3.3% | +2.9% | +1.3% |
| 3M | +5.7% | -3.2% | +8.9% | +7.4% |
| 6M | +11.9% | -7.0% | +18.8% | +15.9% |
| YTD | +26.4% | +0.6% | +25.8% | +25.3% |
| 1Y | +27.6% | +2.4% | +25.2% | +25.0% |
| 3Y | +54.9% | +46.3% | +8.7% | +23.2% |
| 5Y | +60.9% | +44.0% | +17.0% | +28.0% |
| 10Y | +243.4% | +140.1% | +103.4% | +107.4% |
| All | +553.6% | +307.3% | +246.2% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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