+559.1%
SCHD vs AG
+38.3%
+520.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -1.1% | +4.5% | -5.6% | -1.4% |
| 30D | +1.5% | +12.9% | -11.4% | +0.9% |
| 3M | +7.4% | +20.9% | -13.5% | +6.2% |
| 6M | +12.4% | -19.5% | +31.9% | +12.9% |
| YTD | +27.5% | +24.8% | +2.7% | +25.0% |
| 1Y | +30.0% | +120.2% | -90.2% | +23.4% |
| 3Y | +56.5% | +279.0% | -222.5% | +42.2% |
| 5Y | +60.7% | +67.9% | -7.2% | +49.7% |
| 10Y | +237.8% | +57.5% | +180.3% | +204.8% |
| All | +559.1% | +38.3% | +520.8% | +465.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling