+60.0%
SCHD vs B
+154.7%
-94.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -2.6% | +1.0% | -3.7% | -2.7% |
| 30D | -0.3% | +9.5% | -9.8% | -1.1% |
| 3M | +6.1% | +14.3% | -8.2% | +4.6% |
| 6M | +11.7% | -1.9% | +13.6% | +11.4% |
| YTD | +26.3% | +4.1% | +22.2% | +24.8% |
| 1Y | +28.8% | +56.1% | -27.4% | +21.2% |
| 3Y | +55.0% | +202.0% | -147.0% | +32.7% |
| 5Y | +60.0% | +158.8% | -98.8% | +36.1% |
| All | +60.0% | +154.7% | -94.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling