+553.6%
SCHD vs BLK
+959.5%
-406.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | -2.0% | -3.3% | +1.4% | -0.5% |
| 30D | -0.4% | -6.5% | +6.1% | +2.4% |
| 3M | +5.7% | +6.7% | -1.0% | +2.3% |
| 6M | +11.9% | +14.7% | -2.9% | +4.4% |
| YTD | +26.4% | +2.5% | +23.9% | +23.2% |
| 1Y | +27.6% | -2.8% | +30.4% | +26.9% |
| 3Y | +54.9% | +65.9% | -10.9% | +19.1% |
| 5Y | +60.9% | +33.0% | +28.0% | +33.5% |
| 10Y | +243.4% | +281.2% | -37.8% | +72.5% |
| All | +553.6% | +959.5% | -406.0% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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