+60.2%
SCHD vs BAH
+2.5%
+57.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | +4.3% | -6.2% | -2.5% |
| 30D | -0.4% | -2.5% | +2.0% | -0.1% |
| 3M | +5.7% | -0.9% | +6.7% | +5.6% |
| 6M | +11.9% | +1.5% | +10.4% | +11.1% |
| YTD | +26.4% | -8.0% | +34.4% | +26.5% |
| 1Y | +27.6% | -24.7% | +52.3% | +31.3% |
| 3Y | +54.9% | -28.4% | +83.3% | +53.3% |
| All | +60.2% | +2.5% | +57.6% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling