+1,593.7%
META vs SCHD
+534.9%
+1,058.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.8% | +3.9% |
| 7D | +5.7% | -0.7% | +6.4% | +6.4% |
| 30D | -10.8% | +7.9% | -18.7% | -16.9% |
| 3M | +8.4% | +6.0% | +2.4% | +2.5% |
| 6M | +5.4% | +14.5% | -9.2% | -7.3% |
| YTD | -2.6% | +33.2% | -35.8% | -26.0% |
| 1Y | +3.5% | +38.1% | -34.6% | -24.1% |
| 3Y | +102.0% | +73.5% | +28.5% | +17.6% |
| 5Y | +93.1% | +62.5% | +30.6% | +23.0% |
| 10Y | +425.7% | +253.7% | +171.9% | +60.6% |
| All | +1,593.7% | +534.9% | +1,058.9% | +257.9% |
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