+11.7%
SCHD vs XYL
-9.8%
+21.5%
-3.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.8% |
| 7D | -2.6% | +0.8% | -3.5% | -2.8% |
| 30D | -0.3% | -10.8% | +10.6% | +1.7% |
| 3M | +6.1% | -2.5% | +8.6% | +6.9% |
| 6M | +11.7% | -12.2% | +23.9% | +13.1% |
| All | +11.7% | -9.8% | +21.5% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling