+1,338.6%
QQQ vs SCHD
+552.5%
+786.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.6% |
| 7D | +1.0% | -2.6% | +3.6% | +3.6% |
| 30D | -0.6% | -0.3% | -0.3% | -0.4% |
| 3M | +1.3% | +6.1% | -4.8% | -4.7% |
| 6M | +18.1% | +11.7% | +6.4% | +5.6% |
| YTD | +16.9% | +26.3% | -9.5% | -7.6% |
| 1Y | +24.0% | +28.8% | -4.8% | -4.0% |
| 3Y | +95.6% | +55.0% | +40.6% | +24.8% |
| 5Y | +94.5% | +60.0% | +34.5% | +21.8% |
| 10Y | +571.7% | +243.1% | +328.6% | +85.4% |
| All | +1,338.6% | +552.5% | +786.1% | +92.6% |
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