+553.6%
SCHD vs AU
+221.4%
+332.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -2.0% | -4.3% | +2.3% | -1.8% |
| 30D | -0.4% | +7.3% | -7.7% | -0.7% |
| 3M | +5.7% | +26.3% | -20.6% | +4.7% |
| 6M | +11.9% | +1.8% | +10.1% | +11.5% |
| YTD | +26.4% | +26.8% | -0.4% | +24.8% |
| 1Y | +27.6% | +66.7% | -39.1% | +24.6% |
| 3Y | +54.9% | +579.1% | -524.1% | +42.8% |
| 5Y | +60.9% | +689.3% | -628.4% | +46.7% |
| 10Y | +243.4% | +686.6% | -443.2% | +210.7% |
| All | +553.6% | +221.4% | +332.1% | +563.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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