+553.0%
SCHD vs XYL
+430.6%
+122.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.5% |
| 7D | -2.6% | +0.8% | -3.5% | -3.0% |
| 30D | -0.3% | -10.8% | +10.6% | +4.1% |
| 3M | +6.1% | -2.5% | +8.6% | +6.7% |
| 6M | +11.7% | -12.2% | +23.9% | +16.6% |
| YTD | +26.3% | -20.1% | +46.4% | +36.3% |
| 1Y | +28.8% | -20.6% | +49.4% | +39.1% |
| 3Y | +55.0% | +17.3% | +37.7% | +40.5% |
| 5Y | +60.0% | -14.5% | +74.5% | +61.0% |
| 10Y | +243.1% | +150.2% | +92.9% | +128.2% |
| All | +553.0% | +430.6% | +122.4% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling