+566.6%
SCHD vs ACWI
+420.1%
+146.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | +3.4% | +0.9% | +2.6% | +2.7% |
| 3M | +7.6% | +2.4% | +5.2% | +5.2% |
| 6M | +12.2% | +12.4% | -0.2% | +1.3% |
| YTD | +29.0% | +15.2% | +13.8% | +13.9% |
| 1Y | +30.3% | +22.7% | +7.6% | +9.0% |
| 3Y | +56.1% | +75.8% | -19.6% | -4.2% |
| 5Y | +60.4% | +67.7% | -7.3% | +1.6% |
| 10Y | +241.3% | +229.0% | +12.3% | +23.8% |
| All | +566.6% | +420.1% | +146.5% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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