+73.5%
SCHD vs AXP
+118.3%
-44.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.1% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | +7.9% | +5.2% | +2.7% | +6.4% |
| 3M | +6.0% | -4.6% | +10.6% | +7.2% |
| 6M | +14.5% | +3.2% | +11.3% | +13.1% |
| YTD | +33.2% | -11.3% | +44.5% | +36.9% |
| 1Y | +38.1% | -11.0% | +49.1% | +41.6% |
| 3Y | +73.5% | +120.2% | -46.7% | +29.5% |
| All | +73.5% | +118.3% | -44.8% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling