+60.3%
SCHD vs AA
+5.3%
+55.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.3% |
| 7D | -3.1% | -5.4% | +2.3% | -2.5% |
| 30D | -0.8% | -10.7% | +9.9% | +0.4% |
| 3M | +6.2% | -26.2% | +32.4% | +9.7% |
| 6M | +11.8% | -20.9% | +32.8% | +13.7% |
| YTD | +26.0% | -8.6% | +34.6% | +25.2% |
| 1Y | +28.1% | +57.4% | -29.3% | +17.8% |
| 3Y | +54.6% | +77.8% | -23.2% | +35.0% |
| 5Y | +60.3% | +2.7% | +57.6% | +45.5% |
| All | +60.3% | +5.3% | +55.0% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling