+54.8%
SCHD vs ADP
+13.6%
+41.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.6% | -5.7% | +3.0% | -1.1% |
| 30D | -0.3% | -3.1% | +2.8% | +0.5% |
| 3M | +6.1% | +15.6% | -9.5% | +1.8% |
| 6M | +11.7% | +20.8% | -9.1% | +5.8% |
| YTD | +26.3% | +4.7% | +21.6% | +26.0% |
| 1Y | +28.8% | -8.3% | +37.0% | +35.4% |
| All | +54.8% | +13.6% | +41.2% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling