+60.2%
SCHD vs CBOE
+136.7%
-76.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -2.0% | -5.8% | +3.9% | -1.3% |
| 30D | -0.4% | -3.1% | +2.7% | -0.1% |
| 3M | +5.7% | -4.8% | +10.5% | +6.0% |
| 6M | +11.9% | -0.6% | +12.4% | +11.1% |
| YTD | +26.4% | +12.8% | +13.6% | +23.2% |
| 1Y | +27.6% | +19.8% | +7.8% | +23.1% |
| 3Y | +54.9% | +86.9% | -32.0% | +34.0% |
| All | +60.2% | +136.7% | -76.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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