+60.2%
SCHD vs BAX
-68.1%
+128.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -2.0% | -7.9% | +5.9% | -0.4% |
| 30D | -0.4% | -11.7% | +11.2% | +1.9% |
| 3M | +5.7% | +16.2% | -10.5% | +2.3% |
| 6M | +11.9% | +32.0% | -20.1% | +5.3% |
| YTD | +26.4% | +24.7% | +1.7% | +19.5% |
| 1Y | +27.6% | -2.6% | +30.2% | +26.4% |
| 3Y | +54.9% | -35.0% | +89.9% | +63.7% |
| All | +60.2% | -68.1% | +128.2% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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