+1,511.3%
META vs SCHD
+526.3%
+985.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.5% |
| 7D | -0.8% | -1.7% | +0.9% | +0.8% |
| 30D | -15.4% | +7.7% | -23.1% | -21.2% |
| 3M | +3.5% | +5.2% | -1.7% | -1.5% |
| 6M | -0.3% | +12.9% | -13.1% | -11.1% |
| YTD | -7.3% | +31.4% | -38.7% | -28.7% |
| 1Y | -1.1% | +37.3% | -38.4% | -27.1% |
| 3Y | +95.1% | +68.3% | +26.7% | +16.7% |
| 5Y | +80.6% | +59.9% | +20.7% | +16.7% |
| 10Y | +410.1% | +260.8% | +149.3% | +52.7% |
| All | +1,511.3% | +526.3% | +985.0% | +244.5% |
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