+553.6%
SCHD vs BNY
+1,084.5%
-530.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.0% | -1.3% | -0.6% | -1.4% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | +5.7% | +14.9% | -9.2% | -0.5% |
| 6M | +11.9% | +40.0% | -28.1% | -3.2% |
| YTD | +26.4% | +42.0% | -15.5% | +8.4% |
| 1Y | +27.6% | +56.9% | -29.2% | +4.7% |
| 3Y | +54.9% | +289.9% | -234.9% | -14.3% |
| 5Y | +60.9% | +259.2% | -198.3% | -10.0% |
| 10Y | +243.4% | +413.3% | -169.8% | +56.6% |
| All | +553.6% | +1,084.5% | -530.9% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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