+238.6%
SCHD vs CME
+282.4%
-43.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.0% | -1.6% | -0.4% | -1.4% |
| 30D | -0.4% | +5.6% | -6.0% | -2.3% |
| 3M | +5.7% | +5.6% | +0.1% | +3.5% |
| 6M | +11.9% | -8.3% | +20.1% | +14.5% |
| YTD | +26.4% | +4.3% | +22.1% | +23.4% |
| 1Y | +27.6% | +9.1% | +18.5% | +22.4% |
| 3Y | +54.9% | +52.1% | +2.9% | +29.1% |
| 5Y | +60.9% | +79.7% | -18.7% | +23.2% |
| All | +238.6% | +282.4% | -43.8% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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