+217.4%
XLE vs SCHD
+566.1%
-348.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | +0.1% |
| 7D | +2.2% | -0.3% | +2.5% | +2.6% |
| 30D | +11.8% | +3.4% | +8.3% | +7.1% |
| 3M | +9.8% | +7.6% | +2.2% | -0.1% |
| 6M | +15.6% | +12.2% | +3.4% | -0.4% |
| YTD | +45.3% | +29.0% | +16.3% | +5.2% |
| 1Y | +48.3% | +30.3% | +18.0% | +5.9% |
| 3Y | +55.4% | +56.1% | -0.7% | -12.0% |
| 5Y | +216.1% | +60.4% | +155.7% | +71.5% |
| 10Y | +178.4% | +241.3% | -62.9% | -41.1% |
| All | +217.4% | +566.1% | -348.6% | -74.1% |
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