+255.9%
SCHD vs AXP
+435.0%
-179.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +8.4% | +5.0% | +3.5% | +6.4% |
| 3M | +5.6% | -4.2% | +9.9% | +7.2% |
| 6M | +15.1% | +2.9% | +12.2% | +13.2% |
| YTD | +33.8% | -11.6% | +45.4% | +38.5% |
| 1Y | +38.5% | -11.1% | +49.6% | +42.8% |
| 3Y | +72.7% | +116.7% | -44.0% | +22.0% |
| 5Y | +63.1% | +89.6% | -26.5% | +18.2% |
| 10Y | +255.9% | +428.4% | -172.5% | +75.5% |
| All | +255.9% | +435.0% | -179.1% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling