+551.1%
SCHD vs BG
+222.4%
+328.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -3.1% | +3.7% | -6.8% | -4.0% |
| 30D | -0.8% | +12.3% | -13.2% | -3.8% |
| 3M | +6.2% | -2.2% | +8.4% | +6.3% |
| 6M | +11.8% | +5.3% | +6.5% | +9.5% |
| YTD | +26.0% | +42.4% | -16.4% | +14.0% |
| 1Y | +28.1% | +55.2% | -27.1% | +13.0% |
| 3Y | +54.6% | +21.0% | +33.6% | +43.2% |
| 5Y | +60.3% | +87.1% | -26.8% | +28.8% |
| 10Y | +242.1% | +169.8% | +72.3% | +130.1% |
| All | +551.1% | +222.4% | +328.7% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling