+1,703.4%
XLK vs SCHD
+553.1%
+1,150.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.9% |
| 7D | +0.2% | -2.0% | +2.2% | +2.2% |
| 30D | -0.6% | -0.4% | -0.2% | -0.4% |
| 3M | +2.6% | +5.7% | -3.2% | -3.8% |
| 6M | +34.0% | +11.9% | +22.1% | +18.4% |
| YTD | +30.7% | +26.4% | +4.2% | +1.3% |
| 1Y | +39.2% | +27.6% | +11.6% | +6.5% |
| 3Y | +120.4% | +54.9% | +65.5% | +36.0% |
| 5Y | +148.8% | +60.9% | +87.9% | +49.6% |
| 10Y | +803.3% | +243.4% | +559.9% | +137.3% |
| All | +1,703.4% | +553.1% | +1,150.4% | +133.9% |
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