+559.1%
SCHD vs ACM
+260.0%
+299.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -1.1% | -0.3% | -0.9% | -1.1% |
| 30D | +1.5% | -12.9% | +14.4% | +5.2% |
| 3M | +7.4% | -6.4% | +13.8% | +8.7% |
| 6M | +12.4% | -29.2% | +41.6% | +23.0% |
| YTD | +27.5% | -29.9% | +57.5% | +39.2% |
| 1Y | +30.0% | -47.3% | +77.3% | +54.2% |
| 3Y | +56.5% | -19.6% | +76.1% | +61.1% |
| 5Y | +60.7% | +5.5% | +55.2% | +50.6% |
| 10Y | +237.8% | +129.7% | +108.1% | +145.3% |
| All | +559.1% | +260.0% | +299.1% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling