+551.1%
SCHD vs BX
+1,969.7%
-1,418.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.5% |
| 7D | -3.1% | -8.9% | +5.8% | -0.6% |
| 30D | -0.8% | -14.8% | +14.0% | +3.6% |
| 3M | +6.2% | +6.9% | -0.7% | +3.7% |
| 6M | +11.8% | +16.3% | -4.5% | +5.9% |
| YTD | +26.0% | -16.1% | +42.0% | +30.3% |
| 1Y | +28.1% | -26.8% | +54.9% | +37.5% |
| 3Y | +54.6% | +22.4% | +32.1% | +38.7% |
| 5Y | +60.3% | +16.0% | +44.3% | +38.8% |
| 10Y | +242.1% | +646.9% | -404.8% | +66.8% |
| All | +551.1% | +1,969.7% | -1,418.6% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling