+60.2%
SCHD vs BG
+81.8%
-21.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -2.0% | +3.1% | -5.1% | -2.5% |
| 30D | -0.4% | +10.2% | -10.6% | -2.3% |
| 3M | +5.7% | -1.7% | +7.4% | +5.8% |
| 6M | +11.9% | +1.0% | +10.9% | +11.1% |
| YTD | +26.4% | +39.9% | -13.5% | +17.1% |
| 1Y | +27.6% | +53.2% | -25.6% | +15.6% |
| 3Y | +54.9% | +16.3% | +38.7% | +46.9% |
| All | +60.2% | +81.8% | -21.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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