+553.6%
SCHD vs BR
+970.4%
-416.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -0.8% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | +5.7% | +17.3% | -11.6% | -1.4% |
| 6M | +11.9% | -6.7% | +18.6% | +14.0% |
| YTD | +26.4% | -23.4% | +49.9% | +39.2% |
| 1Y | +27.6% | -32.7% | +60.3% | +48.4% |
| 3Y | +54.9% | -5.9% | +60.9% | +53.8% |
| 5Y | +60.9% | +8.4% | +52.5% | +46.8% |
| 10Y | +243.4% | +189.2% | +54.2% | +98.6% |
| All | +553.6% | +970.4% | -416.8% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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