+64.3%
XLF vs SCHD
+59.9%
+4.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.3% |
| 7D | -1.5% | -2.0% | +0.5% | +0.6% |
| 30D | -1.2% | -0.4% | -0.7% | -0.8% |
| 3M | +9.2% | +5.7% | +3.5% | +2.9% |
| 6M | +16.3% | +11.9% | +4.4% | +3.1% |
| YTD | +5.4% | +26.4% | -21.0% | -18.3% |
| 1Y | +7.6% | +27.6% | -20.0% | -17.5% |
| 3Y | +74.2% | +54.9% | +19.3% | +6.6% |
| All | +64.3% | +59.9% | +4.3% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling