+780.0%
NOW vs SCHD
+243.2%
+536.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -9.9% | -3.1% | -6.8% | -7.1% |
| 30D | +2.8% | -0.8% | +3.7% | +3.7% |
| 3M | +23.7% | +6.2% | +17.5% | +17.3% |
| 6M | +12.5% | +11.8% | +0.7% | +1.1% |
| YTD | -14.4% | +26.0% | -40.3% | -32.0% |
| 1Y | -29.0% | +28.1% | -57.1% | -44.6% |
| 3Y | +9.3% | +54.6% | -45.3% | -30.0% |
| 5Y | +1.2% | +60.3% | -59.1% | -35.8% |
| All | +780.0% | +243.2% | +536.8% | +119.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling