+238.6%
SCHD vs AG
+68.4%
+170.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.5% |
| 7D | -2.0% | -6.7% | +4.8% | -1.6% |
| 30D | -0.4% | +2.2% | -2.6% | -0.6% |
| 3M | +5.7% | +15.7% | -10.0% | +4.7% |
| 6M | +11.9% | -23.8% | +35.7% | +12.7% |
| YTD | +26.4% | +17.6% | +8.8% | +24.1% |
| 1Y | +27.6% | +88.6% | -61.0% | +21.6% |
| 3Y | +54.9% | +253.4% | -198.5% | +39.9% |
| 5Y | +60.9% | +62.4% | -1.5% | +49.1% |
| All | +238.6% | +68.4% | +170.3% | +208.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling