+238.6%
SCHD vs XYL
+150.5%
+88.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.5% |
| 30D | -0.4% | -11.9% | +11.5% | +4.9% |
| 3M | +5.7% | -1.5% | +7.3% | +6.0% |
| 6M | +11.9% | -11.9% | +23.8% | +17.1% |
| YTD | +26.4% | -20.6% | +47.0% | +37.6% |
| 1Y | +27.6% | -23.5% | +51.1% | +41.0% |
| 3Y | +54.9% | +14.9% | +40.1% | +39.5% |
| 5Y | +60.9% | -15.3% | +76.2% | +62.9% |
| All | +238.6% | +150.5% | +88.2% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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