+259.6%
SCHD vs CAPR
-65.7%
+325.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.5% | +0.6% |
| 7D | +2.7% | +5.9% | -3.2% | +2.6% |
| 30D | +7.1% | +44.6% | -37.5% | +6.7% |
| 3M | +5.7% | +126.4% | -120.6% | +4.5% |
| 6M | +15.6% | -68.6% | +84.2% | +16.0% |
| YTD | +34.9% | -67.0% | +101.9% | +35.1% |
| 1Y | +37.4% | +65.2% | -27.8% | +31.9% |
| 3Y | +74.5% | +235.6% | -161.0% | +62.9% |
| 5Y | +63.7% | +175.4% | -111.8% | +52.0% |
| All | +259.6% | -65.7% | +325.3% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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