+566.6%
SCHD vs ADP
+765.8%
-199.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.2% |
| 7D | -0.3% | -3.4% | +3.1% | +1.4% |
| 30D | +3.4% | +2.8% | +0.7% | +2.0% |
| 3M | +7.6% | +20.9% | -13.3% | -2.4% |
| 6M | +12.2% | +29.9% | -17.7% | -2.6% |
| YTD | +29.0% | +9.6% | +19.3% | +21.5% |
| 1Y | +30.3% | -5.3% | +35.6% | +32.0% |
| 3Y | +56.1% | +16.5% | +39.7% | +40.5% |
| 5Y | +60.4% | +49.4% | +11.0% | +24.1% |
| 10Y | +241.3% | +282.2% | -40.9% | +53.2% |
| All | +566.6% | +765.8% | -199.2% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling