+54.4%
SCHD vs ADM
+21.5%
+32.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.1% | +3.0% | -6.1% | -3.6% |
| 30D | -0.8% | +8.7% | -9.5% | -2.2% |
| 3M | +6.2% | +7.6% | -1.4% | +4.7% |
| 6M | +11.8% | +26.9% | -15.1% | +6.8% |
| YTD | +26.0% | +54.3% | -28.3% | +15.9% |
| 1Y | +28.1% | +45.7% | -17.5% | +18.9% |
| All | +54.4% | +21.5% | +32.9% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling