+73.6%
SCHD vs AR
+48.5%
+25.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.4% |
| 7D | +1.4% | +6.4% | -5.0% | +0.8% |
| 30D | +7.7% | +3.1% | +4.6% | +7.2% |
| 3M | +5.7% | +3.3% | +2.4% | +5.2% |
| 6M | +14.9% | +6.6% | +8.4% | +13.8% |
| YTD | +34.2% | +12.3% | +21.9% | +31.5% |
| 1Y | +36.8% | +12.3% | +24.4% | +33.9% |
| All | +73.6% | +48.5% | +25.1% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling