+238.6%
SCHD vs XLY
+220.9%
+17.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -2.0% | -1.7% | -0.3% | -1.0% |
| 30D | -0.4% | -4.2% | +3.8% | +1.9% |
| 3M | +5.7% | -2.7% | +8.4% | +6.9% |
| 6M | +11.9% | -0.6% | +12.5% | +11.4% |
| YTD | +26.4% | -5.0% | +31.5% | +29.0% |
| 1Y | +27.6% | -4.1% | +31.7% | +29.1% |
| 3Y | +54.9% | +33.6% | +21.3% | +26.3% |
| 5Y | +60.9% | +28.7% | +32.2% | +29.8% |
| All | +238.6% | +220.9% | +17.8% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling