+566.6%
SCHD vs AG
+39.8%
+526.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | +3.4% | +19.2% | -15.7% | +2.6% |
| 3M | +7.6% | +6.2% | +1.5% | +7.0% |
| 6M | +12.2% | -26.7% | +38.8% | +13.2% |
| YTD | +29.0% | +26.1% | +2.8% | +26.3% |
| 1Y | +30.3% | +131.7% | -101.4% | +23.4% |
| 3Y | +56.1% | +255.3% | -199.2% | +42.4% |
| 5Y | +60.4% | +61.9% | -1.5% | +49.7% |
| 10Y | +241.3% | +72.0% | +169.2% | +206.8% |
| All | +566.6% | +39.8% | +526.8% | +471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling