+60.2%
SCHD vs XYZ
-68.2%
+128.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.0% | -4.3% | +2.3% | -1.5% |
| 30D | -0.4% | +1.2% | -1.6% | -0.6% |
| 3M | +5.7% | +14.6% | -8.9% | +3.9% |
| 6M | +11.9% | +22.6% | -10.7% | +8.8% |
| YTD | +26.4% | +21.7% | +4.7% | +22.5% |
| 1Y | +27.6% | +6.7% | +20.9% | +25.2% |
| 3Y | +54.9% | +46.8% | +8.1% | +41.4% |
| All | +60.2% | -68.2% | +128.3% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 5y: compounded portfolio wealth divided by compounded XYZ 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…
5y analysis · Full analysis span regression · 6 months rolling