+553.0%
SCHD vs XPO
+5,579.5%
-5,026.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.4% |
| 7D | -2.6% | -0.9% | -1.7% | -2.5% |
| 30D | -0.3% | -8.1% | +7.8% | +1.0% |
| 3M | +6.1% | -19.0% | +25.1% | +9.4% |
| 6M | +11.7% | -5.2% | +16.9% | +12.0% |
| YTD | +26.3% | +35.6% | -9.2% | +19.0% |
| 1Y | +28.8% | +41.1% | -12.4% | +20.0% |
| 3Y | +55.0% | +157.9% | -102.9% | +26.9% |
| 5Y | +60.0% | +265.6% | -205.6% | +19.3% |
| 10Y | +243.1% | +1,516.8% | -1,273.7% | +102.7% |
| All | +553.0% | +5,579.5% | -5,026.5% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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