+559.1%
SCHD vs ADM
+365.0%
+194.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +1.5% | +11.0% | -9.5% | -2.3% |
| 3M | +7.4% | +6.0% | +1.4% | +4.8% |
| 6M | +12.4% | +26.9% | -14.6% | +2.2% |
| YTD | +27.5% | +50.0% | -22.5% | +8.9% |
| 1Y | +30.0% | +39.6% | -9.6% | +13.5% |
| 3Y | +56.5% | +18.5% | +38.0% | +40.9% |
| 5Y | +60.7% | +62.6% | -1.9% | +22.8% |
| 10Y | +237.8% | +162.4% | +75.3% | +103.6% |
| All | +559.1% | +365.0% | +194.1% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling