+385.5%
SCHD vs AR
-28.5%
+414.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | +5.7% | +3.3% | +2.4% | +5.2% |
| 6M | +14.9% | +6.6% | +8.4% | +13.9% |
| YTD | +34.2% | +12.3% | +21.9% | +31.9% |
| 1Y | +36.8% | +12.3% | +24.4% | +34.3% |
| 3Y | +73.2% | +50.4% | +22.7% | +62.9% |
| 5Y | +62.8% | +101.0% | -38.2% | +46.0% |
| 10Y | +257.2% | +57.5% | +199.7% | +194.1% |
| All | +385.5% | -28.5% | +414.0% | +321.2% |
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