+27.6%
SCHD vs ADP
-5.0%
+32.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.0% | -2.8% | +0.8% | -1.6% |
| 30D | -0.4% | +0.2% | -0.6% | -0.4% |
| 3M | +5.7% | +20.5% | -14.8% | +3.9% |
| 6M | +11.9% | +28.8% | -16.9% | +9.3% |
| YTD | +26.4% | +6.6% | +19.8% | +28.0% |
| 1Y | +27.6% | -6.9% | +34.5% | +32.2% |
| All | +27.6% | -5.0% | +32.6% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling