+258.1%
SCHD vs BA
+28.0%
+230.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -0.5% | -1.4% | +0.9% | -0.2% |
| 30D | +8.3% | -7.9% | +16.2% | +10.1% |
| 3M | +5.9% | -25.2% | +31.1% | +12.6% |
| 6M | +15.3% | -26.7% | +42.0% | +22.6% |
| YTD | +34.5% | -19.6% | +54.2% | +39.4% |
| 1Y | +37.2% | -10.6% | +47.8% | +38.4% |
| 3Y | +73.6% | -11.2% | +84.9% | +70.5% |
| 5Y | +63.7% | -20.4% | +84.1% | +60.4% |
| 10Y | +258.1% | +26.8% | +231.3% | +210.3% |
| All | +258.1% | +28.0% | +230.1% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling