+593.7%
SCHD vs BA
+234.9%
+358.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | +7.7% | -8.0% | +15.7% | +9.6% |
| 3M | +5.7% | -25.8% | +31.5% | +13.2% |
| 6M | +14.9% | -27.6% | +42.5% | +23.1% |
| YTD | +34.2% | -21.0% | +55.2% | +40.0% |
| 1Y | +36.8% | -12.3% | +49.0% | +38.7% |
| 3Y | +73.2% | -12.8% | +86.0% | +70.5% |
| 5Y | +62.8% | -22.4% | +85.2% | +60.1% |
| 10Y | +257.2% | +24.6% | +232.6% | +161.7% |
| All | +593.7% | +234.9% | +358.9% | +222.9% |
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