+591.8%
SCHD vs BA
+238.4%
+353.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +0.8% | 0.0% | +0.7% | +0.8% |
| 30D | +8.4% | -8.9% | +17.4% | +10.7% |
| 3M | +5.6% | -25.5% | +31.2% | +13.0% |
| 6M | +15.1% | -27.0% | +42.1% | +23.1% |
| YTD | +33.8% | -20.1% | +54.0% | +39.3% |
| 1Y | +38.5% | -11.0% | +49.5% | +40.0% |
| 3Y | +72.7% | -11.8% | +84.5% | +69.6% |
| 5Y | +63.1% | -20.6% | +83.7% | +59.5% |
| 10Y | +255.9% | +26.6% | +229.3% | +159.6% |
| All | +591.8% | +238.4% | +353.4% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling