+388.1%
SCHD vs AR
-28.5%
+416.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +2.7% | +7.4% | -4.7% | +2.0% |
| 30D | +7.1% | +5.8% | +1.4% | +6.5% |
| 3M | +5.7% | +5.2% | +0.5% | +5.0% |
| 6M | +15.6% | +5.4% | +10.1% | +14.6% |
| YTD | +34.9% | +12.4% | +22.5% | +32.6% |
| 1Y | +37.4% | +12.8% | +24.5% | +34.8% |
| 3Y | +74.5% | +47.2% | +27.3% | +64.5% |
| 5Y | +63.7% | +101.1% | -37.5% | +46.8% |
| 10Y | +259.1% | +57.6% | +201.5% | +195.6% |
| All | +388.1% | -28.5% | +416.5% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling