+366.5%
SCHD vs AR
-27.2%
+393.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.3% | +2.5% | -2.8% | -0.5% |
| 30D | +3.4% | +14.8% | -11.3% | +2.0% |
| 3M | +7.6% | +6.2% | +1.4% | +6.9% |
| 6M | +12.2% | +4.3% | +7.9% | +11.3% |
| YTD | +29.0% | +14.4% | +14.6% | +26.7% |
| 1Y | +30.3% | +21.3% | +9.0% | +27.0% |
| 3Y | +56.1% | +39.8% | +16.3% | +47.9% |
| 5Y | +60.4% | +142.1% | -81.7% | +41.3% |
| 10Y | +241.3% | +52.0% | +189.2% | +182.1% |
| All | +366.5% | -27.2% | +393.7% | +304.7% |
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 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