+73.2%
MSFT vs SCHD
+59.4%
+13.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | +0.2% |
| 7D | -1.0% | -2.6% | +1.6% | +0.9% |
| 30D | -2.7% | -0.3% | -2.4% | -2.5% |
| 3M | +22.1% | +6.1% | +16.0% | +16.6% |
| 6M | +20.6% | +11.7% | +8.9% | +10.3% |
| YTD | +2.3% | +26.3% | -24.0% | -15.6% |
| 1Y | -0.5% | +28.8% | -29.3% | -19.5% |
| 3Y | +50.5% | +55.0% | -4.5% | -1.5% |
| All | +73.2% | +59.4% | +13.8% | +10.7% |
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