+30.3%
SCHD vs ARM
+92.2%
-61.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.8% |
| 7D | -0.3% | +5.5% | -5.7% | -0.3% |
| 30D | +3.4% | -8.2% | +11.6% | +3.5% |
| 3M | +7.6% | -35.9% | +43.6% | +8.0% |
| 6M | +12.2% | +103.1% | -91.0% | +8.4% |
| YTD | +29.0% | +130.6% | -101.7% | +24.0% |
| 1Y | +30.3% | +86.1% | -55.8% | +25.8% |
| All | +30.3% | +92.2% | -61.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling