+37.0%
SCHD vs ADVB
-96.8%
+133.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.6% | +24.1% | +0.6% |
| 7D | +2.7% | +27.8% | -25.1% | +2.5% |
| 30D | +7.1% | -50.8% | +57.9% | +7.5% |
| 3M | +5.7% | -70.5% | +76.3% | +6.4% |
| 6M | +15.6% | -46.7% | +62.3% | +14.8% |
| YTD | +34.9% | -56.7% | +91.6% | +33.9% |
| 1Y | +37.4% | -71.8% | +109.1% | +37.7% |
| All | +37.0% | -96.8% | +133.9% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling