+54.4%
SCHD vs CI
+5.6%
+48.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -0.8% | +3.1% | -4.0% | -1.2% |
| 3M | +6.2% | -4.5% | +10.7% | +6.7% |
| 6M | +11.8% | +8.3% | +3.6% | +10.4% |
| YTD | +26.0% | +3.8% | +22.2% | +25.0% |
| 1Y | +28.1% | -5.0% | +33.2% | +28.2% |
| All | +54.4% | +5.6% | +48.8% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 3y: compounded portfolio wealth divided by compounded CI 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…
3y analysis · Full analysis span regression · 6 months rolling