+62.7%
SCHD vs AR
+99.2%
-36.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.4% |
| 7D | +1.4% | +6.4% | -5.0% | +0.7% |
| 30D | +7.7% | +3.1% | +4.6% | +7.2% |
| 3M | +5.7% | +3.3% | +2.4% | +5.1% |
| 6M | +14.9% | +6.6% | +8.4% | +13.6% |
| YTD | +34.2% | +12.3% | +21.9% | +31.2% |
| 1Y | +36.8% | +12.3% | +24.4% | +33.6% |
| 3Y | +73.2% | +50.4% | +22.7% | +59.7% |
| All | +62.7% | +99.2% | -36.5% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling