+238.6%
SCHD vs BX
+673.1%
-434.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.3% |
| 7D | -2.0% | -5.6% | +3.7% | -0.3% |
| 30D | -0.4% | -12.2% | +11.8% | +3.3% |
| 3M | +5.7% | +7.4% | -1.7% | +3.0% |
| 6M | +11.9% | +22.2% | -10.3% | +4.1% |
| YTD | +26.4% | -14.0% | +40.4% | +30.1% |
| 1Y | +27.6% | -27.3% | +54.9% | +38.0% |
| 3Y | +54.9% | +24.5% | +30.4% | +36.9% |
| 5Y | +60.9% | +18.9% | +42.1% | +36.3% |
| All | +238.6% | +673.1% | -434.5% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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