+617.7%
XLF vs SCHD
+550.6%
+67.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | -2.9% | -3.1% | +0.2% | +0.7% |
| 30D | -1.6% | -0.8% | -0.8% | -0.7% |
| 3M | +9.3% | +6.2% | +3.1% | +1.7% |
| 6M | +14.6% | +11.8% | +2.8% | +0.3% |
| YTD | +4.7% | +26.0% | -21.2% | -20.4% |
| 1Y | +8.6% | +28.1% | -19.5% | -19.2% |
| 3Y | +73.9% | +54.6% | +19.3% | +2.8% |
| 5Y | +65.0% | +60.3% | +4.7% | -6.1% |
| 10Y | +250.4% | +242.1% | +8.3% | -19.4% |
| All | +617.7% | +550.6% | +67.1% | -36.1% |
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