+551.1%
SCHD vs AGI
+158.5%
+392.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | -3.1% | -5.3% | +2.1% | -2.9% |
| 30D | -0.8% | +6.8% | -7.6% | -1.1% |
| 3M | +6.2% | +8.3% | -2.1% | +5.8% |
| 6M | +11.8% | -29.2% | +41.0% | +12.9% |
| YTD | +26.0% | -7.3% | +33.2% | +25.8% |
| 1Y | +28.1% | +8.0% | +20.1% | +27.1% |
| 3Y | +54.6% | +206.6% | -152.0% | +47.0% |
| 5Y | +60.3% | +398.1% | -337.8% | +49.5% |
| 10Y | +242.1% | +384.0% | -141.8% | +216.2% |
| All | +551.1% | +158.5% | +392.6% | +485.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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