+553.6%
SCHD vs BBY
+512.0%
+41.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.2% |
| 7D | -2.0% | +0.6% | -2.5% | -2.1% |
| 30D | -0.4% | +9.4% | -9.8% | -2.1% |
| 3M | +5.7% | +19.3% | -13.6% | +2.1% |
| 6M | +11.9% | +47.9% | -36.0% | +3.5% |
| YTD | +26.4% | +39.6% | -13.1% | +17.9% |
| 1Y | +27.6% | +22.2% | +5.4% | +21.6% |
| 3Y | +54.9% | +45.0% | +10.0% | +40.2% |
| 5Y | +60.9% | +2.6% | +58.4% | +51.6% |
| 10Y | +243.4% | +250.5% | -7.1% | +173.3% |
| All | +553.6% | +512.0% | +41.5% | +387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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