+60.8%
SCHD vs ALL
+115.1%
-54.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -2.6% | -2.2% | -0.4% | -2.1% |
| 30D | -0.3% | -5.6% | +5.3% | +1.1% |
| 3M | +6.1% | +17.2% | -11.2% | +1.4% |
| 6M | +11.7% | +23.2% | -11.5% | +5.2% |
| YTD | +26.3% | +23.6% | +2.7% | +18.6% |
| 1Y | +28.8% | +29.2% | -0.4% | +19.1% |
| 3Y | +55.0% | +153.8% | -98.8% | +15.0% |
| All | +60.8% | +115.1% | -54.3% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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