+55.3%
SCHD vs BOXX
+18.5%
+36.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -0.4% | +0.3% | -0.7% | -0.7% |
| 3M | +5.7% | +1.0% | +4.7% | +4.9% |
| 6M | +11.9% | +1.9% | +9.9% | +10.9% |
| YTD | +26.4% | +2.7% | +23.8% | +25.5% |
| 1Y | +27.6% | +4.0% | +23.6% | +27.4% |
| 3Y | +54.9% | +14.7% | +40.3% | +76.9% |
| All | +55.3% | +18.5% | +36.8% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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