+566.6%
SCHD vs AXP
+778.2%
-211.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.3% | -2.1% | +1.8% | +0.5% |
| 30D | +3.4% | -6.5% | +10.0% | +6.0% |
| 3M | +7.6% | +4.6% | +3.0% | +5.5% |
| 6M | +12.2% | +5.4% | +6.7% | +9.3% |
| YTD | +29.0% | -11.1% | +40.1% | +33.2% |
| 1Y | +30.3% | -0.3% | +30.6% | +28.4% |
| 3Y | +56.1% | +111.6% | -55.4% | +12.6% |
| 5Y | +60.4% | +117.6% | -57.2% | +11.0% |
| 10Y | +241.3% | +474.1% | -232.9% | +56.0% |
| All | +566.6% | +778.2% | -211.6% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling