+60.3%
SCHD vs ADM
+67.3%
-6.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.1% | +3.0% | -6.1% | -3.7% |
| 30D | -0.8% | +8.7% | -9.5% | -2.7% |
| 3M | +6.2% | +7.6% | -1.4% | +4.2% |
| 6M | +11.8% | +26.9% | -15.1% | +5.3% |
| YTD | +26.0% | +54.3% | -28.3% | +13.0% |
| 1Y | +28.1% | +45.7% | -17.5% | +16.3% |
| 3Y | +54.6% | +21.9% | +32.7% | +44.1% |
| 5Y | +60.3% | +67.2% | -6.8% | +32.2% |
| All | +60.3% | +67.3% | -6.9% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling