+238.6%
SCHD vs CHRW
+183.1%
+55.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | +3.5% | -5.4% | -2.8% |
| 30D | -0.4% | +4.6% | -5.0% | -1.5% |
| 3M | +5.7% | -19.7% | +25.4% | +10.5% |
| 6M | +11.9% | -12.4% | +24.3% | +13.8% |
| YTD | +26.4% | -3.9% | +30.3% | +24.5% |
| 1Y | +27.6% | +18.4% | +9.2% | +17.8% |
| 3Y | +54.9% | +88.8% | -33.9% | +21.3% |
| 5Y | +60.9% | +93.5% | -32.6% | +21.0% |
| All | +238.6% | +183.1% | +55.5% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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