+553.0%
SCHD vs CMCSA
+213.8%
+339.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | +1.5% |
| 7D | -2.6% | -8.3% | +5.7% | +0.4% |
| 30D | -0.3% | -2.4% | +2.1% | +0.4% |
| 3M | +6.1% | +4.5% | +1.6% | +3.8% |
| 6M | +11.7% | -18.8% | +30.5% | +19.1% |
| YTD | +26.3% | -8.9% | +35.3% | +28.5% |
| 1Y | +28.8% | -18.3% | +47.0% | +36.2% |
| 3Y | +55.0% | -35.0% | +90.0% | +75.9% |
| 5Y | +60.0% | -48.2% | +108.2% | +95.2% |
| 10Y | +243.1% | +4.6% | +238.6% | +203.3% |
| All | +553.0% | +213.8% | +339.2% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling