+553.6%
SCHD vs AZO
+779.7%
-226.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.0% | -3.6% | +1.6% | -0.9% |
| 30D | -0.4% | -5.6% | +5.1% | +1.2% |
| 3M | +5.7% | -6.6% | +12.4% | +7.5% |
| 6M | +11.9% | -22.5% | +34.4% | +19.8% |
| YTD | +26.4% | -15.2% | +41.6% | +31.3% |
| 1Y | +27.6% | -33.9% | +61.5% | +42.7% |
| 3Y | +54.9% | +11.8% | +43.1% | +45.0% |
| 5Y | +60.9% | +85.5% | -24.6% | +25.5% |
| 10Y | +243.4% | +298.2% | -54.8% | +110.5% |
| All | +553.6% | +779.7% | -226.1% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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