+559.1%
SCHD vs BAH
+1,101.0%
-541.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -1.1% | -4.3% | +3.2% | -0.3% |
| 30D | +1.5% | -4.5% | +6.0% | +2.4% |
| 3M | +7.4% | -7.6% | +15.0% | +8.8% |
| 6M | +12.4% | -10.6% | +23.0% | +14.1% |
| YTD | +27.5% | -12.6% | +40.1% | +29.1% |
| 1Y | +30.0% | -27.0% | +57.0% | +36.5% |
| 3Y | +56.5% | -31.5% | +88.0% | +60.9% |
| 5Y | +60.7% | -3.8% | +64.5% | +49.2% |
| 10Y | +237.8% | +183.9% | +53.8% | +151.6% |
| All | +559.1% | +1,101.0% | -541.9% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling