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  • SCHD vs ASX✓SelectedUSD · ASXSCHD vs ASX performance historyLatest closeAs of-1.12%09/08
Stock and ETF performance explorer

SCHD vs ASX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+559.1%
ASX return
+2,064.7%
Excess return
-1,505.5%
Maximum drawdown
-33.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioASXExcessAlpha
1D-1.1%+6.1%-7.2%-2.1%
7D-1.1%+6.3%-7.5%-2.2%
30D+1.5%+6.4%-4.9%+0.2%
3M+7.4%+13.1%-5.7%+3.6%
6M+12.4%+90.3%-77.9%-2.5%
YTD+27.5%+149.6%-122.1%+4.6%
1Y+30.0%+249.2%-219.2%-0.6%
3Y+56.5%+445.9%-389.4%+6.2%
5Y+60.7%+477.7%-417.1%+4.9%
10Y+237.8%+913.4%-675.6%+84.6%
All+559.1%+2,064.7%-1,505.5%+201.1%

Cumulative growth

Daily Returns

Daily percentage return beside ASX.

Daily Out/Under-Performance

Portfolio return minus ASX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ASX 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 ASX 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