+238.6%
SCHD vs BRO
+294.2%
-55.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.0% | -7.3% | +5.4% | +1.1% |
| 30D | -0.4% | -6.9% | +6.4% | +2.4% |
| 3M | +5.7% | +10.7% | -4.9% | +0.7% |
| 6M | +11.9% | -2.7% | +14.6% | +11.9% |
| YTD | +26.4% | -16.3% | +42.8% | +34.3% |
| 1Y | +27.6% | -29.1% | +56.7% | +45.5% |
| 3Y | +54.9% | -7.8% | +62.8% | +51.7% |
| 5Y | +60.9% | +18.7% | +42.2% | +32.5% |
| All | +238.6% | +294.2% | -55.6% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling