+566.6%
SCHD vs B
+32.6%
+534.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | +3.4% | +9.4% | -6.0% | +2.9% |
| 3M | +7.6% | +5.0% | +2.6% | +7.2% |
| 6M | +12.2% | -3.5% | +15.7% | +12.0% |
| YTD | +29.0% | +4.5% | +24.5% | +28.0% |
| 1Y | +30.3% | +67.8% | -37.5% | +25.6% |
| 3Y | +56.1% | +196.7% | -140.5% | +44.8% |
| 5Y | +60.4% | +151.9% | -91.5% | +49.1% |
| 10Y | +241.3% | +202.2% | +39.1% | +212.3% |
| All | +566.6% | +32.6% | +534.0% | +558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling