+60.0%
SCHD vs AXON
+167.8%
-107.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.7% |
| 7D | -2.6% | -3.3% | +0.7% | -2.4% |
| 30D | -0.3% | -17.8% | +17.5% | +1.0% |
| 3M | +6.1% | +8.3% | -2.2% | +5.0% |
| 6M | +11.7% | -12.4% | +24.1% | +12.0% |
| YTD | +26.3% | -13.7% | +40.1% | +26.5% |
| 1Y | +28.8% | -33.1% | +61.8% | +31.5% |
| 3Y | +55.0% | +128.2% | -73.2% | +33.1% |
| 5Y | +60.0% | +170.5% | -110.5% | +26.9% |
| All | +60.0% | +167.8% | -107.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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