+559.1%
SCHD vs ACN
+311.3%
+247.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.4% |
| 7D | -1.1% | -4.8% | +3.7% | +0.6% |
| 30D | +1.5% | +1.9% | -0.4% | +0.6% |
| 3M | +7.4% | +3.9% | +3.5% | +4.2% |
| 6M | +12.4% | -15.0% | +27.4% | +16.8% |
| YTD | +27.5% | -31.9% | +59.4% | +43.7% |
| 1Y | +30.0% | -28.5% | +58.5% | +42.8% |
| 3Y | +56.5% | -41.9% | +98.4% | +82.7% |
| 5Y | +60.7% | -42.9% | +103.5% | +84.0% |
| 10Y | +237.8% | +88.7% | +149.0% | +119.4% |
| All | +559.1% | +311.3% | +247.8% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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