+152.5%
JPM vs SCHD
+59.9%
+92.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.4% |
| 7D | -0.7% | -2.0% | +1.3% | +1.4% |
| 30D | -2.5% | -0.4% | -2.0% | -2.1% |
| 3M | +14.1% | +5.7% | +8.4% | +7.3% |
| 6M | +25.1% | +11.9% | +13.2% | +10.6% |
| YTD | +12.1% | +26.4% | -14.3% | -13.4% |
| 1Y | +18.8% | +27.6% | -8.8% | -9.2% |
| 3Y | +163.4% | +54.9% | +108.5% | +61.3% |
| All | +152.5% | +59.9% | +92.6% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling