+243.1%
SCHD vs AXP
+461.7%
-218.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -2.6% | -2.5% | -0.1% | -1.7% |
| 30D | -0.3% | -5.0% | +4.7% | +1.6% |
| 3M | +6.1% | +1.4% | +4.7% | +5.2% |
| 6M | +11.7% | +6.0% | +5.7% | +8.6% |
| YTD | +26.3% | -12.3% | +38.6% | +31.2% |
| 1Y | +28.8% | +0.3% | +28.5% | +26.5% |
| 3Y | +55.0% | +111.7% | -56.6% | +11.0% |
| 5Y | +60.0% | +114.5% | -54.5% | +10.4% |
| 10Y | +243.1% | +467.1% | -223.9% | +74.6% |
| All | +243.1% | +461.7% | -218.6% | +74.6% |
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