+47.9%
SCHD vs BAM
+66.1%
-18.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -3.1% | -6.1% | +3.0% | -1.8% |
| 30D | -0.8% | -13.8% | +13.0% | +2.3% |
| 3M | +6.2% | +4.4% | +1.8% | +4.9% |
| 6M | +11.8% | +6.4% | +5.4% | +9.7% |
| YTD | +26.0% | -7.1% | +33.0% | +27.0% |
| 1Y | +28.1% | -11.8% | +39.9% | +30.5% |
| 3Y | +54.6% | +50.2% | +4.4% | +34.4% |
| All | +47.9% | +66.1% | -18.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling