+35.5%
XLV vs SCHD
+59.9%
-24.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -3.6% | -2.0% | -1.6% | -2.1% |
| 30D | -1.8% | -0.4% | -1.4% | -1.5% |
| 3M | +7.8% | +5.7% | +2.1% | +3.4% |
| 6M | +9.1% | +11.9% | -2.8% | +0.4% |
| YTD | +7.7% | +26.4% | -18.7% | -9.6% |
| 1Y | +20.4% | +27.6% | -7.2% | +0.4% |
| 3Y | +30.8% | +54.9% | -24.2% | -6.3% |
| All | +35.5% | +59.9% | -24.5% | -5.6% |
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 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