+51.2%
SCHD vs AS
+134.9%
-83.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.7% | +6.9% | -8.6% | -2.3% |
| 30D | +7.7% | +16.0% | -8.3% | +6.3% |
| 3M | +5.2% | -12.8% | +18.0% | +6.3% |
| 6M | +12.9% | -15.4% | +28.2% | +14.2% |
| YTD | +31.4% | -15.7% | +47.1% | +32.5% |
| 1Y | +37.3% | +6.1% | +31.2% | +35.3% |
| All | +51.2% | +134.9% | -83.6% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling