+597.4%
SCHD vs B
+11.4%
+586.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.7% | -7.3% | +10.0% | +3.1% |
| 30D | +7.1% | -3.3% | +10.5% | +7.3% |
| 3M | +5.7% | -7.8% | +13.5% | +6.1% |
| 6M | +15.6% | -15.5% | +31.1% | +16.3% |
| YTD | +34.9% | -12.3% | +47.2% | +35.1% |
| 1Y | +37.4% | +5.4% | +32.0% | +36.1% |
| 3Y | +74.5% | +165.5% | -91.0% | +62.7% |
| 5Y | +63.7% | +107.0% | -43.4% | +53.6% |
| 10Y | +259.1% | +210.6% | +48.5% | +229.6% |
| All | +597.4% | +11.4% | +586.0% | +595.1% |
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 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