+379.9%
CSCO vs SCHD
+244.5%
+135.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.0% |
| 7D | +2.7% | -2.0% | +4.6% | +4.7% |
| 30D | -9.5% | -0.4% | -9.1% | -9.3% |
| 3M | -7.6% | +5.7% | -13.3% | -13.0% |
| 6M | +44.9% | +11.9% | +33.0% | +29.0% |
| YTD | +47.7% | +26.4% | +21.2% | +16.2% |
| 1Y | +69.1% | +27.6% | +41.5% | +31.6% |
| 3Y | +113.5% | +54.9% | +58.6% | +35.3% |
| 5Y | +122.8% | +60.9% | +61.8% | +36.2% |
| All | +379.9% | +244.5% | +135.4% | +27.1% |
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 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