+559.1%
SCHD vs A
+601.7%
-42.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -0.2% |
| 7D | -1.1% | -2.1% | +0.9% | -0.5% |
| 30D | +1.5% | +0.6% | +0.9% | +1.2% |
| 3M | +7.4% | +10.9% | -3.5% | +3.3% |
| 6M | +12.4% | +28.2% | -15.8% | +1.9% |
| YTD | +27.5% | +8.6% | +18.9% | +22.2% |
| 1Y | +30.0% | +15.5% | +14.5% | +21.4% |
| 3Y | +56.5% | +31.8% | +24.7% | +35.4% |
| 5Y | +60.7% | -14.9% | +75.5% | +60.1% |
| 10Y | +237.8% | +237.8% | -0.1% | +100.0% |
| All | +559.1% | +601.7% | -42.5% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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