+60.2%
SCHD vs BB
-26.5%
+86.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -0.4% | -12.5% | +12.1% | +0.5% |
| 3M | +5.7% | -17.4% | +23.2% | +6.5% |
| 6M | +11.9% | +119.1% | -107.3% | +2.4% |
| YTD | +26.4% | +102.4% | -75.9% | +16.5% |
| 1Y | +27.6% | +98.2% | -70.6% | +17.3% |
| 3Y | +54.9% | +46.9% | +8.0% | +42.8% |
| All | +60.2% | -26.5% | +86.6% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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