+53.6%
SCHD vs ARM
+371.0%
-317.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.0% |
| 7D | -2.6% | +12.5% | -15.1% | -3.1% |
| 30D | -0.3% | -1.4% | +1.1% | -0.3% |
| 3M | +6.1% | -18.7% | +24.8% | +6.5% |
| 6M | +11.7% | +124.6% | -112.9% | +5.7% |
| YTD | +26.3% | +141.7% | -115.4% | +18.9% |
| 1Y | +28.8% | +87.7% | -58.9% | +22.6% |
| All | +53.6% | +371.0% | -317.4% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling