+879.7%
CSCO vs SCHD
+566.1%
+313.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.4% |
| 7D | -0.7% | -0.3% | -0.4% | -0.4% |
| 30D | -10.1% | +3.4% | -13.6% | -13.3% |
| 3M | -15.7% | +7.6% | -23.3% | -22.1% |
| 6M | +36.3% | +12.2% | +24.1% | +20.7% |
| YTD | +43.8% | +29.0% | +14.9% | +10.3% |
| 1Y | +63.9% | +30.3% | +33.6% | +24.1% |
| 3Y | +104.4% | +56.1% | +48.2% | +27.2% |
| 5Y | +111.4% | +60.4% | +50.9% | +28.2% |
| 10Y | +361.7% | +241.3% | +120.4% | +21.7% |
| All | +879.7% | +566.1% | +313.6% | +16.4% |
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