+588.3%
SCHD vs AXP
+775.9%
-187.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | +7.9% | +5.2% | +2.7% | +5.8% |
| 3M | +6.0% | -4.6% | +10.6% | +7.7% |
| 6M | +14.5% | +3.2% | +11.3% | +12.6% |
| YTD | +33.2% | -11.3% | +44.5% | +37.6% |
| 1Y | +38.1% | -11.0% | +49.1% | +42.3% |
| 3Y | +73.5% | +120.2% | -46.7% | +23.2% |
| 5Y | +62.5% | +91.7% | -29.2% | +18.5% |
| 10Y | +253.7% | +440.3% | -186.6% | +65.3% |
| All | +588.3% | +775.9% | -187.6% | +149.6% |
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 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