+1,527.5%
META vs SCHD
+514.8%
+1,012.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.7% |
| 7D | +6.7% | -0.3% | +7.0% | +7.0% |
| 30D | +4.8% | +3.4% | +1.3% | +1.5% |
| 3M | -1.6% | +7.6% | -9.3% | -8.1% |
| 6M | -7.5% | +12.2% | -19.6% | -17.0% |
| YTD | -6.4% | +29.0% | -35.4% | -26.5% |
| 1Y | -17.3% | +30.3% | -47.6% | -35.9% |
| 3Y | +109.9% | +56.1% | +53.8% | +35.4% |
| 5Y | +65.4% | +60.4% | +4.9% | +7.0% |
| 10Y | +391.8% | +241.3% | +150.5% | +55.7% |
| All | +1,527.5% | +514.8% | +1,012.6% | +255.1% |
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 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