+559.1%
SCHD vs ADI
+1,354.5%
-795.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -1.1% | +2.4% | -3.6% | -1.9% |
| 30D | +1.5% | -6.6% | +8.1% | +3.6% |
| 3M | +7.4% | -9.8% | +17.2% | +10.0% |
| 6M | +12.4% | +15.7% | -3.3% | +5.1% |
| YTD | +27.5% | +35.1% | -7.6% | +12.8% |
| 1Y | +30.0% | +47.7% | -17.7% | +11.1% |
| 3Y | +56.5% | +114.5% | -58.0% | +13.0% |
| 5Y | +60.7% | +141.2% | -80.6% | +8.1% |
| 10Y | +237.8% | +611.3% | -373.6% | +47.5% |
| All | +559.1% | +1,354.5% | -795.4% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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