+23.5%
DIS vs SCHD
+244.5%
-221.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.3% |
| 7D | +1.2% | -2.0% | +3.1% | +3.2% |
| 30D | +3.2% | -0.4% | +3.6% | +3.7% |
| 3M | +7.0% | +5.7% | +1.3% | +1.1% |
| 6M | +6.4% | +11.9% | -5.5% | -5.2% |
| YTD | -5.6% | +26.4% | -32.1% | -25.8% |
| 1Y | -7.7% | +27.6% | -35.3% | -28.2% |
| 3Y | +33.2% | +54.9% | -21.8% | -15.2% |
| 5Y | -40.3% | +60.9% | -101.2% | -62.9% |
| All | +23.5% | +244.5% | -221.0% | -59.2% |
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