+566.6%
SCHD vs CI
+620.9%
-54.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | +3.4% | +4.4% | -1.0% | +2.2% |
| 3M | +7.6% | +0.7% | +7.0% | +7.1% |
| 6M | +12.2% | +0.3% | +11.8% | +11.4% |
| YTD | +29.0% | +3.8% | +25.1% | +26.7% |
| 1Y | +30.3% | -5.5% | +35.8% | +30.3% |
| 3Y | +56.1% | +8.1% | +48.0% | +46.6% |
| 5Y | +60.4% | +42.8% | +17.6% | +36.2% |
| 10Y | +241.3% | +143.9% | +97.4% | +144.2% |
| All | +566.6% | +620.9% | -54.3% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling