+220.7%
XLE vs SCHD
+593.2%
-372.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.8% |
| 7D | +4.4% | +1.4% | +2.9% | +2.5% |
| 30D | -4.3% | +7.7% | -11.9% | -12.9% |
| 3M | +6.0% | +5.7% | +0.3% | -1.5% |
| 6M | +13.2% | +14.9% | -1.7% | -5.5% |
| YTD | +46.7% | +34.2% | +12.5% | +0.8% |
| 1Y | +46.6% | +36.8% | +9.8% | -1.7% |
| 3Y | +69.6% | +73.2% | -3.6% | -16.0% |
| 5Y | +166.5% | +62.8% | +103.7% | +41.7% |
| 10Y | +178.0% | +257.2% | -79.2% | -44.7% |
| All | +220.7% | +593.2% | -372.5% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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