+1,483.7%
JPM vs SCHD
+558.6%
+925.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | 0.0% |
| 7D | -0.4% | -1.1% | +0.7% | +1.0% |
| 30D | -1.1% | +1.5% | -2.6% | -3.0% |
| 3M | +14.1% | +7.4% | +6.7% | +4.0% |
| 6M | +23.3% | +12.4% | +10.9% | +6.2% |
| YTD | +11.3% | +27.5% | -16.2% | -18.4% |
| 1Y | +23.0% | +30.0% | -7.0% | -12.1% |
| 3Y | +162.6% | +56.5% | +106.1% | +47.2% |
| 5Y | +152.8% | +60.7% | +92.1% | +37.2% |
| 10Y | +583.6% | +237.8% | +345.9% | +40.0% |
| All | +1,483.7% | +558.6% | +925.1% | +4.9% |
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