+681.4%
NFLX vs SCHD
+244.5%
+436.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | -1.1% | -2.0% | +0.9% | +0.4% |
| 30D | +4.3% | -0.4% | +4.7% | +4.7% |
| 3M | -4.8% | +5.7% | -10.5% | -8.4% |
| 6M | -18.4% | +11.9% | -30.3% | -24.9% |
| YTD | -17.4% | +26.4% | -43.9% | -30.8% |
| 1Y | -35.7% | +27.6% | -63.3% | -46.6% |
| 3Y | +73.8% | +54.9% | +18.8% | +21.4% |
| 5Y | +29.3% | +60.9% | -31.7% | -10.6% |
| All | +681.4% | +244.5% | +436.9% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling