+242.6%
QCOM vs SCHD
+258.1%
-15.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -3.3% |
| 7D | +4.3% | +2.7% | +1.6% | +0.9% |
| 30D | -0.1% | +7.1% | -7.2% | -8.2% |
| 3M | +5.2% | +5.7% | -0.5% | -1.9% |
| 6M | -18.4% | +15.6% | -33.9% | -31.8% |
| YTD | +2.4% | +34.9% | -32.5% | -29.3% |
| 1Y | +0.9% | +37.4% | -36.5% | -31.9% |
| 3Y | +48.4% | +74.5% | -26.1% | -24.8% |
| 5Y | +16.6% | +63.7% | -47.1% | -34.2% |
| All | +242.6% | +258.1% | -15.4% | -33.7% |
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 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