+54.9%
SCHD vs BROS
+59.1%
-4.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -2.0% | -5.8% | +3.8% | -1.6% |
| 30D | -0.4% | -14.0% | +13.5% | +0.4% |
| 3M | +5.7% | -32.5% | +38.2% | +7.8% |
| 6M | +11.9% | -14.9% | +26.8% | +12.2% |
| YTD | +26.4% | -28.3% | +54.7% | +28.1% |
| 1Y | +27.6% | -34.0% | +61.6% | +29.7% |
| 3Y | +54.9% | +63.0% | -8.0% | +42.0% |
| All | +54.9% | +59.1% | -4.1% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling