+566.6%
SCHD vs C
+541.0%
+25.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.3% | +3.6% | -3.9% | -1.5% |
| 30D | +3.4% | +0.1% | +3.4% | +3.3% |
| 3M | +7.6% | +2.4% | +5.2% | +6.3% |
| 6M | +12.2% | +24.9% | -12.8% | +3.2% |
| YTD | +29.0% | +19.8% | +9.2% | +19.7% |
| 1Y | +30.3% | +44.9% | -14.6% | +13.0% |
| 3Y | +56.1% | +263.0% | -206.8% | -3.8% |
| 5Y | +60.4% | +129.5% | -69.1% | +13.8% |
| 10Y | +241.3% | +291.6% | -50.3% | +93.3% |
| All | +566.6% | +541.0% | +25.6% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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