+248.8%
XLF vs SCHD
+244.5%
+4.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.2% |
| 7D | -1.5% | -2.0% | +0.5% | +0.7% |
| 30D | -1.2% | -0.4% | -0.7% | -0.7% |
| 3M | +9.2% | +5.7% | +3.5% | +2.3% |
| 6M | +16.3% | +11.9% | +4.4% | +2.1% |
| YTD | +5.4% | +26.4% | -21.0% | -19.8% |
| 1Y | +7.6% | +27.6% | -20.0% | -19.1% |
| 3Y | +74.2% | +54.9% | +19.3% | +3.9% |
| 5Y | +66.1% | +60.9% | +5.2% | -4.7% |
| All | +248.8% | +244.5% | +4.3% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling