+54.4%
SCHD vs BAH
-28.1%
+82.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -0.7% |
| 7D | -3.1% | +2.4% | -5.5% | -3.3% |
| 30D | -0.8% | -2.9% | +2.1% | -0.6% |
| 3M | +6.2% | -1.3% | +7.5% | +6.1% |
| 6M | +11.8% | -0.9% | +12.7% | +11.5% |
| YTD | +26.0% | -8.2% | +34.2% | +25.9% |
| 1Y | +28.1% | -24.0% | +52.1% | +30.0% |
| All | +54.4% | -28.1% | +82.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling