+237.3%
SCHD vs CLF
+128.8%
+108.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -3.1% | -3.7% | +0.6% | -2.7% |
| 30D | -0.8% | -4.7% | +3.9% | -0.4% |
| 3M | +6.2% | -4.7% | +10.9% | +6.1% |
| 6M | +11.8% | +24.0% | -12.2% | +7.4% |
| YTD | +26.0% | -10.9% | +36.9% | +25.4% |
| 1Y | +28.1% | +4.0% | +24.1% | +23.3% |
| 3Y | +54.6% | -16.9% | +71.5% | +47.0% |
| 5Y | +60.3% | -49.3% | +109.6% | +57.7% |
| All | +237.3% | +128.8% | +108.5% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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