+597.4%
SCHD vs ADP
+872.8%
-275.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | +2.7% | +2.2% | +0.5% | +1.6% |
| 30D | +7.1% | +10.6% | -3.4% | +2.0% |
| 3M | +5.7% | +12.9% | -7.2% | -0.5% |
| 6M | +15.6% | +50.6% | -35.1% | -6.2% |
| YTD | +34.9% | +23.2% | +11.7% | +19.9% |
| 1Y | +37.4% | +25.3% | +12.1% | +21.0% |
| 3Y | +74.5% | +47.1% | +27.4% | +39.8% |
| 5Y | +63.7% | +50.1% | +13.6% | +27.0% |
| 10Y | +259.1% | +323.6% | -64.6% | +53.4% |
| All | +597.4% | +872.8% | -275.4% | +75.1% |
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