+238.6%
SCHD vs CMCSA
+7.4%
+231.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.0% | -4.9% | +2.9% | -0.3% |
| 30D | -0.4% | -1.1% | +0.7% | -0.2% |
| 3M | +5.7% | +6.6% | -0.8% | +2.7% |
| 6M | +11.9% | -15.5% | +27.4% | +17.5% |
| YTD | +26.4% | -6.7% | +33.1% | +27.4% |
| 1Y | +27.6% | -15.6% | +43.2% | +33.3% |
| 3Y | +54.9% | -33.7% | +88.6% | +74.6% |
| 5Y | +60.9% | -46.6% | +107.6% | +95.0% |
| All | +238.6% | +7.4% | +231.2% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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