+393.6%
QCOM vs SCHD
+558.6%
-165.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +4.5% |
| 7D | +5.1% | -1.1% | +6.2% | +6.5% |
| 30D | +4.3% | +1.5% | +2.8% | +2.3% |
| 3M | -19.6% | +7.4% | -27.0% | -26.7% |
| 6M | +29.5% | +12.4% | +17.1% | +12.6% |
| YTD | +3.4% | +27.5% | -24.1% | -23.0% |
| 1Y | +10.9% | +30.0% | -19.1% | -19.2% |
| 3Y | +74.8% | +56.5% | +18.3% | +2.6% |
| 5Y | +36.2% | +60.7% | -24.5% | -20.2% |
| 10Y | +263.7% | +237.8% | +26.0% | -7.5% |
| All | +393.6% | +558.6% | -165.0% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling