+272.2%
QCOM vs SCHD
+243.2%
+29.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +4.9% | -3.1% | +8.0% | +9.0% |
| 30D | +9.3% | -0.8% | +10.1% | +10.3% |
| 3M | -7.0% | +6.2% | -13.2% | -14.2% |
| 6M | +32.0% | +11.8% | +20.2% | +15.2% |
| YTD | +5.0% | +26.0% | -20.9% | -21.0% |
| 1Y | +13.6% | +28.1% | -14.5% | -16.3% |
| 3Y | +77.6% | +54.6% | +23.0% | +4.7% |
| 5Y | +38.2% | +60.3% | -22.1% | -19.6% |
| All | +272.2% | +243.2% | +29.0% | -11.4% |
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