+60.3%
SCHD vs CAPR
+66.0%
-5.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.3% |
| 7D | -3.1% | -10.6% | +7.5% | -3.0% |
| 30D | -0.8% | +111.2% | -112.0% | -1.6% |
| 3M | +6.2% | -67.2% | +73.4% | +6.6% |
| 6M | +11.8% | -75.1% | +87.0% | +12.4% |
| YTD | +26.0% | -71.2% | +97.2% | +26.4% |
| 1Y | +28.1% | +31.1% | -3.0% | +24.1% |
| 3Y | +54.6% | +31.3% | +23.3% | +43.1% |
| 5Y | +60.3% | +69.4% | -9.1% | +42.4% |
| All | +60.3% | +66.0% | -5.7% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling