+553.0%
SCHD vs CHD
+440.7%
+112.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -2.6% | -4.2% | +1.5% | -1.3% |
| 30D | -0.3% | -7.6% | +7.3% | +2.2% |
| 3M | +6.1% | -1.6% | +7.7% | +6.5% |
| 6M | +11.7% | -6.3% | +18.0% | +13.7% |
| YTD | +26.3% | +14.6% | +11.7% | +20.3% |
| 1Y | +28.8% | +1.6% | +27.2% | +27.2% |
| 3Y | +55.0% | +3.1% | +51.9% | +50.5% |
| 5Y | +60.0% | +21.1% | +39.0% | +44.4% |
| 10Y | +243.1% | +128.6% | +114.5% | +135.0% |
| All | +553.0% | +440.7% | +112.3% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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