+238.6%
SCHD vs ADP
+283.8%
-45.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | -2.0% | -3.4% | +1.4% | -0.4% |
| 30D | -0.4% | -0.4% | 0.0% | -0.3% |
| 3M | +5.7% | +19.7% | -14.0% | -3.2% |
| 6M | +11.9% | +27.9% | -16.1% | -1.5% |
| YTD | +26.4% | +5.9% | +20.5% | +21.5% |
| 1Y | +27.6% | -7.5% | +35.1% | +30.9% |
| 3Y | +54.9% | +15.4% | +39.6% | +40.6% |
| 5Y | +60.9% | +48.4% | +12.5% | +26.0% |
| All | +238.6% | +283.8% | -45.2% | +81.3% |
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