+55.1%
SCHD vs ARM
+366.2%
-311.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.9% | -1.3% |
| 7D | -1.1% | +11.4% | -12.5% | -1.6% |
| 30D | +1.5% | -7.4% | +9.0% | +1.8% |
| 3M | +7.4% | -24.5% | +31.9% | +8.2% |
| 6M | +12.4% | +128.7% | -116.3% | +6.2% |
| YTD | +27.5% | +139.3% | -111.7% | +20.1% |
| 1Y | +30.0% | +88.0% | -58.0% | +23.8% |
| All | +55.1% | +366.2% | -311.1% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling