+41.1%
SCHD vs XLY
+3.2%
+37.9%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.0% |
| 7D | +3.2% | +6.1% | -2.9% | +1.9% |
| 30D | +10.7% | +10.8% | -0.1% | +8.3% |
| 3M | +7.8% | +3.6% | +4.2% | +6.9% |
| 6M | +16.7% | +4.4% | +12.4% | +15.6% |
| YTD | +35.3% | +3.1% | +32.2% | +34.2% |
| All | +41.1% | +3.2% | +37.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling