+238.6%
SCHD vs XME
+421.4%
-182.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -2.0% | -4.2% | +2.3% | -0.6% |
| 30D | -0.4% | -2.7% | +2.3% | +0.3% |
| 3M | +5.7% | -3.9% | +9.6% | +6.4% |
| 6M | +11.9% | -1.0% | +12.9% | +10.5% |
| YTD | +26.4% | +9.8% | +16.6% | +19.7% |
| 1Y | +27.6% | +32.5% | -4.9% | +11.9% |
| 3Y | +54.9% | +124.3% | -69.4% | +9.7% |
| 5Y | +60.9% | +165.8% | -104.9% | +3.0% |
| All | +238.6% | +421.4% | -182.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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