+1,321.9%
AMAT vs SCHD
+258.1%
+1,063.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -3.5% |
| 7D | +11.4% | +2.7% | +8.7% | +7.6% |
| 30D | -17.0% | +7.1% | -24.2% | -24.8% |
| 3M | -30.6% | +5.7% | -36.4% | -36.4% |
| 6M | -14.9% | +15.6% | -30.5% | -32.3% |
| YTD | +44.7% | +34.9% | +9.8% | -8.2% |
| 1Y | +66.9% | +37.4% | +29.5% | +3.1% |
| 3Y | +153.3% | +74.5% | +78.8% | +8.5% |
| 5Y | +146.2% | +63.7% | +82.6% | +20.5% |
| All | +1,321.9% | +258.1% | +1,063.9% | +113.8% |
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