+259.6%
SCHD vs ADP
+322.2%
-62.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | +2.7% | +2.2% | +0.5% | +1.7% |
| 30D | +7.1% | +10.6% | -3.4% | +2.2% |
| 3M | +5.7% | +12.9% | -7.2% | -0.3% |
| 6M | +15.6% | +50.6% | -35.1% | -5.4% |
| YTD | +34.9% | +23.2% | +11.7% | +20.7% |
| 1Y | +37.4% | +25.3% | +12.1% | +21.8% |
| 3Y | +74.5% | +47.1% | +27.4% | +41.2% |
| 5Y | +63.7% | +50.1% | +13.6% | +28.5% |
| All | +259.6% | +322.2% | -62.6% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling