+553.0%
SCHD vs BB
-65.4%
+618.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.6% | +1.8% | -4.5% | -2.8% |
| 30D | -0.3% | -12.2% | +11.9% | +0.6% |
| 3M | +6.1% | -12.3% | +18.4% | +6.4% |
| 6M | +11.7% | +122.7% | -111.0% | +3.6% |
| YTD | +26.3% | +104.5% | -78.2% | +17.9% |
| 1Y | +28.8% | +106.7% | -77.9% | +19.7% |
| 3Y | +55.0% | +70.0% | -14.9% | +42.6% |
| 5Y | +60.0% | -27.8% | +87.8% | +53.8% |
| 10Y | +243.1% | +2.4% | +240.8% | +190.1% |
| All | +553.0% | -65.4% | +618.4% | +512.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling