+566.6%
SCHD vs BA
+314.3%
+252.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -0.3% | +1.2% | -1.4% | -0.6% |
| 30D | +3.4% | -11.6% | +15.1% | +6.5% |
| 3M | +7.6% | -2.4% | +10.0% | +7.8% |
| 6M | +12.2% | -6.6% | +18.8% | +13.0% |
| YTD | +29.0% | -2.2% | +31.2% | +28.3% |
| 1Y | +30.3% | -8.0% | +38.3% | +31.0% |
| 3Y | +56.1% | -5.0% | +61.1% | +51.5% |
| 5Y | +60.4% | -2.7% | +63.1% | +49.7% |
| 10Y | +241.3% | +75.9% | +165.4% | +126.7% |
| All | +566.6% | +314.3% | +252.3% | +195.8% |
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