+1,156.0%
BAC vs SCHD
+558.6%
+597.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +1.1% |
| 7D | +1.2% | -1.1% | +2.3% | +2.8% |
| 30D | -0.7% | +1.5% | -2.2% | -2.9% |
| 3M | +16.9% | +7.4% | +9.5% | +5.5% |
| 6M | +29.6% | +12.4% | +17.2% | +9.7% |
| YTD | +15.3% | +27.5% | -12.3% | -18.5% |
| 1Y | +28.8% | +30.0% | -1.2% | -11.5% |
| 3Y | +136.4% | +56.5% | +79.9% | +24.9% |
| 5Y | +72.9% | +60.7% | +12.2% | -11.2% |
| 10Y | +391.8% | +237.8% | +154.0% | -12.1% |
| All | +1,156.0% | +558.6% | +597.4% | -37.4% |
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